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Description: Journal of Risk Management in Financial Institutions is the leading professional and research journal for all those concerned with the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories, as well as service providers, advisers, researchers and academics. Subjects covered include: Risk management; market risk; financial risk; credit risk; operational risk; portfolio strategy and management; risk modelling; liquidity risk; stress testing; commercial lending; compliance and auditing; quantitative risk; interest rate risk; trading risk; treasury and finance; risk analysis; banking supervision and financial regulation.
Series handle: RePEc:aza:rmfi00
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Content
October 2008, Volume 2, Issue 1
September 2008, Volume 1, Issue 4
- 348-353 Editorial
by Koenig, David R.
- 354-359 What are we missing in risk management?
by Kloman, Felix
- 360-369 The science of governance: A blind spot of risk managers and corporate governance reform?
by Turnbull, Shann
- 370-381 People risk: Where are the boundaries?
by Mcconnell, Patrick
- 382-393 Towards better financial risk learning
by Waldvogel, Anna & Whelan, Niall
- 394-405 Payment and settlement systems: The case for mutualised risk mitigation within the Basel II framework
by Grody, Allan D.
- 406-415 Operational risk: Lessons from non-financial organisations
by Ashby, Simon
- 416-429 Measuring investor sentiment and behaviour to gauge financial risk
by Rannou, Yves
- 430-434 Risk management and UK defined benefit pension provision: A perspective from financial sociology
by Avrahampour, Yally
- 435-438 Blind spots in current risk management practices: Measurement error
by Bar-Or, Yuval D.
- 439-451 How risky is your risk information?
by Mark, Robert M. & Krishna, Dilip
- 452-457 Back-to-basics on the defensive: Now what for the risk profession?
by Celati, Luca
June 2008, Volume 1, Issue 3
- 236-239 Editorial
by Rebonato, Riccardo
- 240-245 Debunking the securitisation myth: Understanding why the 2007 credit crunch happened
by Wise, Richard
- 246-257 Active capital management: Optimising returns in a multiple stakeholder context
by Zerbs, Michael & Mausser, Helmut & Hansen, Martin
- 258-267 Future trends in the structured credit market
by Felsenheimer, Jochen & Gisdakis, Philip
- 268-276 Best practice and remaining challenges for credit economic capital
by Neale, Corinne
- 277-296 Determinants of bank loan syndication structures for emerging market borrowers
by Godlewskiy, Christophe J.
- 297-310 Safe banking to avoid moral hazard
by Acharya, Sankarshan
- 311-319 The value at risk of the mathematical provision: Critical issues
by Cocozza, Rosa & Di Lorenzo, Emilia & Orlando, Albina & Sibillo, Marilena
- 320-336 Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields
by Lakshmivarahan, S. & Stock, Duane R.
- 337-341 EU legal commentary: Financial Services and Markets Tribunal considers risks of contravention of FSA Principle requiring skill, care and diligence in `Fox Hayes v Financial Services Authority`
by Gray, Joanna
March 2008, Volume 1, Issue 2
- 128-132 Making risk transparent
by Unknown
- 133-145 An empirical approach to Basel II
by Whalen, Christopher
- 146-155 Technical note: Application of non-cooperative game theory to market disequilibria
by Wise, Richard
- 156-164 Monitoring the operational risk environment effectively
by Breden, David
- 165-180 Using non-traditional data for underwriting loans to thin-file borrowers: Evidence, tips and precautions
by Turner, Michael A. & Agarwal, Amita
- 181-190 Measuring financial market liquidity
by Kerry, Will
- 191-222 Mutual fund risk-return profiles: A novel use of triangulation
by Silverman, Henry I.
- 223-226 EU legal commentary: UK Court of Appeal decision in Real Estate Opportunities Ltd v Aberdeen Asset Managers Jersey Ltd and others
by Gray, Joanna
- 227-228 `Credit Derivatives: Documenting and understanding credit derivative products` by Edmund Parker
by Wise, Richard
December 2007, Volume 1, Issue 1
- 4-9 Editorial
by Ong, Dr Michael K.
- 10-11 The subprime fiasco: Derivatives and ratings
by Whalen, Christopher
- 12-16 Risk distortions created by liquidity glut: Watchpoint for structured note backers
by Wise, Richard
- 17-24 Estimating recovery discount rates: A methodological note
by Kupiec, Paul
- 25-43 Operational risk: The direct measurement of exposure and risk in bank operations
by Hughes, Peter
- 44-52 Creating a risk appetite framework for insurance decision-making
by Ziewer, Lukas & Bice, Anthony
- 53-73 Retail loans and Basel II: Using portfolio segmentation to reduce capital requirements
by Kaltofen, Daniel & Paul, Stephan & Stein, Stefan
- 74-89 Longevity risk: A new global market?
by Hudson, Robert
- 90-106 Analytic models of the receiver operating characteristic curve: Applications to credit rating model validation
by Satchell, Steve & Xia, Wei
- 107-111 EU: ‘Operational risk’ and the legal landscape
by Gray, Joanna
- 112-116 US: A brief review of The Interagency Statement on Sound Practices Concerning Elevated Risk Complex Structured Finance Activities
by Cohn, Josh & Artmann, Christian & Ruvinsky, Alisa
- 117-118 `The Credit Default Swap Basis` by Dr Jose A. Lopez
by Lopez, Jose A.
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