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Content
2018, Volume 48
- 1-12 Empathy And Co-Creation In Capital Markets Operations – Insights From The Field
by Dotan, Amir
- 42-47 Why Design Thinking Matters
by Fayard, Anne-Laure
- 64-73 Understanding the value of design thinking to innovation in banking
by Diderich, Claude
- 76-87 Digitally-driven change in the insurance industry-- disruption or transformation?
by Bohn, Jeffrey
- 88-97 The Case for a 21 Million Bitcoin Conspiracy
by Østbye, Peder
- 104-111 New Technologies: Destruction Or New Opportunities? Or Both…
by Derungs, Thierry
- 120-131 Trading Bricks for Clicks - Hong Kong poised to launch its virtual banks
by Feliciano-Wendleken, Isabel
- 142-155 Early warning indicators of banking crises: expanding the family
by Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias
- 160-169 Financial stability as a pre-condition for a hard budget constraint: Principles for a European Monetary Fund
by Gros, Daniel
2018, Volume 47
- 25-33 Fintech and the banking bandwagon
by Bunea, Sinziana & Kogan, Benjamin & Kund, Arndt-Gerrit & Stolin, David
- 35-50 Can blockchain make trade finance more inclusive?
by Jessel, Benjamin & DiCaprio, Alisa
- 45-50 The aftermath of money market fund reform
by Wilhelmus, Jakob & Adams-Kane, Jonathon
- 67-78 Household deformation trumps demand management policy in the 21st century
by Karagiannidis, Iordanis & Wilford, D. Sykes
- 125-131 Cyber security ontologies supporting cyber-collisions to produce actionable information
by Bento, Manuel & Vilares da Silva, Luis & Silva, Mariana
- 143-150 Digital identity: The foundation for trusted transactions in financial services
by Jessel, Benjamin & Lowmaster, Kaelyn & Hughes, Neil
- 155-164 Setting a standard path forward for KYC
by Christie, Robert
2017, Volume 46
- 10-17 Regtech as a new legal challenge
by Weber, Rolf H.
- 76-88 The financial auditing of distributed ledgers, blockchain and cryptocurrencies
by broby, Daniel & Paul, Greig
- 88-104 Targeting the robo-advice customer: The development of a psychographic segmentation model for financial advice robots
by van Thiel, Diederick & van Raaij, Fred
- 104-115 Avoiding pitfalls and unlocking real business value with RPA
by Rutaganda, Lambert & Bergstrom, Rudolf & Jayashekhar, Avijeet & Jayasinghe, Danushka & Ahmed, Jibran
- 116-127 The impact of financial regulation on business models of cooperative banks in Germany
by Fischer, Matthias
- 159-165 Thank you and goodbye – ending customer relationships and its significance
by Lim, David
- 193-206 Actively managed versus passive mutual funds: A race of two portfolios
by Saha, Atanu & Rinaudo, Alex
- 207-218 Aligning Interests over the Long Term: an Incentive Structure for U.S. 501(C)(3) Private Foundations
by Rapcewicz, Christopher
- 219-235 Financial Inclusion and Consumer Payment Choice
by Greene, Claire & Cole, Allison
2017, Volume 45
- 14-21 Algorithmic Regulation: Automating Financial Compliance Monitoring and Regulation Using AI and Blockchain
by Treleaven, Philip & Batrinca, Bogdan
- 22-29 RegTech is the New Black - The Growth of RegTech Demand and Investment
by Larsen, Kari & Gilani, Shariq
- 30-40 From “Blockchain Hype” to a Real Business Case for Financial Markets
by Morini, Massimo
- 49-59 Towards a Standards-Based Technology Architecture for RegTech
by Butler, Tom
- 60-67 Machine learning: A revolution in risk management and compliance?
by van Liebergen, Bart
- 68-76 Data-centered Dependencies and Opportunities for Robotics Process Automation in Banking
by Vishnu, Sandeep & Agochiya, Vipul & Palkar, Ranjit
- 90-100 Do Credit Rating Agencies Inflate Their Ratings? A Review
by Bae, Kee-Hong & Driss, Hamdi
- 101-110 The Power of “Negative Beta”: Why Every Portfolio Should Include Private Equity
by Freeman, Andrew & Karagiannidis, Iordanis & Wilford, D. Sykes
- 107-118 John Bull Can't Stand 2 Percent: QE's Depressing Implications for Investment
by Thomas, Jason
- 111-120 Downside Risk Protection of Retirement Assets: A New Approach
by Saha, Atanu & Rinaudo, Alex
- 111-120 Downside risk protection of Retirement Assets: A new approach
by Saha, Atanu & Rinaudo, Alex
- 121-128 The Asset Management Industry, Systemic Risk, and Macroprudential Policy
by Lopez, Claude
- 121-128 The Asset Management Industry, Systemic Risk, and Macroprudential Policy
by Lopez, Claude
- 129-135 The Role of Asset Owners in the Market for Investment Research: Where Are the Fiduciary Capitalists?
by Haig, Alistair
- 136-157 Risk, Data and the Barcodes of Finance
by Grody, Allan
2016, Volume 44
- 13-16 Preparing for Shortened Settlement Cycles Beyond T+2
by Halliwell, Steven & Martinen, Michael & Simmons, Julia
- 39-44 Safety in Numbers: Toward a New Methodology for Quantifying Cyber Risk
by Dash, Sidhartha & Mestchian, Peyman
- 45-57 Potential and Limitations of Virtual Advice in Wealth Management
by Cocca, Teodoro
- 79-86 The Emergence of RegTech 2.0: From Know Your Customer to Know Your Data
by Arner, Douglas W & Barberis, Janos & Buckley, Ross P
- 87-96 U.S. Regulation of FinTech - Recent Developments and Challenges
by Gerlach, C. Andrew & Simmons, Rebecca & Lam, Stephen
- 111-121 Banking 2025: The Bank of the Future
by Lenz, Rainer
- 122-131 Banks Versus FinTech: At Last, it's Official
by Bunea, Sinziana & Kogan, Benjamin & Stolin, David
- 132-140 The Un-Level Playing Field for P2P Lending
by Milne, Alistair
- 151-159 FinTech in Developing Countries: Charting New Customer Journeys
by Buckley, Ross P & Webster, Sarah
2016, Volume 43
- 9-14 Crowdfunding - A new disruptive technology?
by Smith, Roy & Hong, Won
- 15-20 Get Bold with Blockchain
by Jessel, Benjamin & Marshall, Tommy
- 21-29 The role of financial institutions in advancing responsible value chains
by Mulder, Herman
- 30-36 Robo-Advice 2.0: The Next Generation
by Arwas, Andrew & Soleil, Katie
- 38-61 Economists’ hubris – the case of business ethics in financial services
by Shojai, Shahin
- 62-71 The Dodd-Frank act five years later: are we more stable?
by Zywicki, Todd
- 72-85 The Volcker Rule as structural law: implications for cost-benefit analysis and administrative law
by Coates, John
- 86-91 A Historical Perspective on the Different Origins of U.S. Financial Market Regulators
by Phillips, Susan & Putnam, Bluford
- 106-117 Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach
by Freeman, Andrew & Wilford, D. Sykes
- 117-123 Credit Risk Decomposition for Asset Allocation
by Chamizo Cana, Álvaro & Novales Cinca, Alfonso
- 124-131 Time to rethink the “sophisticated investor”
by Morris, Peter
- 132-149 Fund transfer pricing for bank deposits: the case of products with undefined maturity
by Dermine, jean
- 144-157 Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets
by Igan, Deniz & Pinheiro, Marcelo
2016, Volume 1
2013, Volume 37
- 12-15 Navigating the pitfalls of wholesale and corporate portal transformation
by Ikpase, Leonard
- 16-24 Core transformations and related operational risks in retail banking: engaging for success in complex IT transformations
by Stüve, Jan
- 29-38 Ten pitfalls with credit risk reporting
by Vishnu, Sandeep & Taylor, Larry
- 29-38 Industrialization in Financial Services: a new wave of opportunities
by Gileadi, Ido & O'Sullivan, Stephen & Hamilton, Christopher
- 39-52 Optimizing risk allocation for CCPs under the European market infrastructure regulation
by Zepeda, Rodrigo
- 53-76 Stress testing credit risk portfolios
by Jacobs Jr, Michael
- 77-94 Basel III: solving the liquidity business challenge
by Fiedler, Robert & Mahlknecht, Michael
- 99-109 Sovereign credit risk in a hidden Markov regime-switching framework. Part 1: methodology
by Potgeiter, Louise & Fusai, Gianluca
- 111-116 FX volatility adjustment for risk factors stimulation
by Kondratyev, Alexei
2013, Volume 36
- 8-17 Benefits by DaaS for FSI - principles and limits of modern SOAs
by Maravilla, Ian & Krauskopf, Oliver & Wennemuth, Kevin
- 18-25 Understanding business economics for investment managers
by Ashkenazy, Irene & Mackris, Frank
- 27-42 A constitutional system of money and finance
by Acharya, Sankarshan
- 43-48 The failure of financial econometrics: confirmation and publication biases
by Moosa, Imad
- 49-54 Optimal business model for financial institutions under post-crisis regulatory environment
by Dehnad, Kosrow & Dehnad, Darius
- 55-66 Strategic risk management: practice in systemically important banks
by McConnell, Patrick
- 67-73 The changing role of sovereign credit ratings
by Strong, Simon
- 77-92 Contingent capital, systemically important banks, and the public
by Bürgi, Markus P.H.
- 93-104 Who or what has been hobbling CoCos: three essentials for making CoCos a success
by von Furstenberg, George M
- 105-110 What is the appropriate index construction methodology for African equity investment?
by Broby, Daniel & Lochhead, Morgan
- 111-116 Multi-fractal identification of "sick" markets: the LIBOR scandal case
by Prado, Sylvain Michael & Rawlinson, Ian
- 117-121 Naive Monte Carlo
by Kondratyev, Alexei
2012, Volume 35
- 8-16 Service profitability: for pricing strategies, cross-service discounting and optimization
by Leigh Giles, Natasha
- 17-26 Kernel alternatives to approximate operational severity distribution: an empirical application
by di Pietro, Filippo & Oliver Alfonso, Maria Dolores & Irimia Dieguez, Ana I.
- 27-38 The properties of short term investing in leveraged ETFs
by Deng, Geng & McCann, Craig
- 39-48 A systems accident approach to systemic financial risk
by Calandro Jr., Joseph
- 49-56 Do investors care about noise trader risk?
by Beer, Francisca & Watfa, Mohamad & Zouaoui, Mohamed
- 57-70 Are investor sentiments priced by the CAPM?
by Verma, Rahul & Soydemir, Gökçe
- 71-80 Risk management and Pillar II: implementing ICAAP in Italian credit cooperative banks
by Cerrone, Rosaria & Madonna, Michele Maria
- 81-90 How to back-test operational risk: an empirical basic analysis
by Feria-Dominguez, Jose Manuel & Jimenez-Rodriguez, Enrique J. & Rivera-Perez, Paz
- 91-105 Bank internationalization since 1995
by Batten, Jonathan A. & Szilagyi, Peter G.
- 109-122 Short-selling bans and contagion risk
by Pais, Amelia & Stork, Philip A.
- 123-132 Tests of the correlation between portfolio performance measures
by Adcock, Chris & Areal, Nelson & Armada, Manuel & Cortez, Maria Ceu & Oliveira, Benilde & Silva, Florinda
- 133-146 Measuring market liquidity risk - which model works best?
by Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph
- 147-158 The power of k: politically-targeted activities, connections and the financial system
by Igan, Deniz & Mishra, Prachi
- 159-172 Understanding bank supervisors' risk assessments
by O'Keefe, John & Wilcox, James A.
- 173-178 A risk-based risk finance paradigm
by Gao, Siwei & Powers, Michael R. & Chapman, Zaneta A.
- 179-185 Quantitative modeling of operational risk losses when combining internal and external data
by Nielsen, Jens Perch & Guillen, Montserrat & Bolance, Catalina & Gustafsson, Jim
2012, Volume 34
- 19-29 Toward a bottom-up approach to assessing sovereign default risk: an update
by Altman, Edward & Rijken, Herbert
- 31-41 International liquidity provision and currency-specific liquidity shortages
by Moessner, Richhild & Allen, William
- 43-50 The Failure of Financial Econometrics: “Stir-Fry” Regressions as an Illustration
by Moosa, Imad
- 51-62 Lehman – A Case of Strategic Risk
by McConnell, Patrick
- 63-75 Explaining Credit Default Swaps Pricing for Large Banks
by Otker-Robe, Inci & Podpiera, Jiri
- 77-81 Investing in Private Equity - Capital Commitment Considerations
by Jain, Sameer
- 89-98 Cultural, Political, and Economic Antecedents of Country Risk in Sixty-Two Countries
by Banai, Moshe
- 105-118 Markets for CCPs and Regulation: Considering Unintended Consequences
by Wibaut, Serge & Wilford, D Sykes
- 119-128 What have we Learned from the 2007-08 Liquidity Crisis? A Survey
by Mohtadi, Hamid & Ruediger, Stefan
- 129-148 Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market
by Faugere, Christophe
- 149-153 Our Understanding of Next Generation's Target Operating Models
by Andersen, Andreas & Faulbecker, Nicolas
- 155-164 The First Line of Defense in Operational Risk Management – The Perspective of the Business Line
by Milkau, Udo & Neumann, Frank
- 165-174 Optimal Bank Planning Under Basel III Regulations
by Pokutta, Sebastian & Schmaltz, Christian
- 175-181 A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
by Tang, Qi & Haidar, Haidar & Minsky, Bernard & Thapar, Rishi
- 183-193 ILLIX - A New Index for Quantifying Illiquidity
by Friederich, Tim & Kraus, Carolin & Zagst, Rudi
- 195-210 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
by Ciciretti, Rocco & Corvino, Raffaele
- 211-218 Breaking Through Risk Management, a Derivative for the Leasing Industry
by Prado, Sylvain Michael & Ananth, Ram
2011, Volume 33
- 1-13 Waking the Sleeping Giant
by Ashby, Dr Simon & Clark, David & Thirlwell, John
- 29-33 Liability Index Fund: The Liability Beta Portfolio
by Ryan, Ronald & Fabozzi , Frank
- 45-60 Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal
by VanHoose, David
- 69-76 The Failure of Neoclassical Financial Economics: The Capital Asset Pricing Model and its Pillars as an Illustration
by Moosa, Imad
- 99-112 Financial Innovation and Transparency in Turbulent Times
by Delimatsis, Panagiotis
- 121-126 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
by Owyong, David
- 147-155 Cultural fit and post-merger integration in banking M&As
by Carretta, Alessandro & Farina, Vincenzo & Schwizer, Paola
- 157-164 The Pension Risk Management Framework
by Gardner, Robert & Konotey-Ahulu, Dawid & Soto-Wright, Ivan
2011, Volume 32
- 1-17 Systemic Risk, an Empirical Approach
by Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia
- 23-34 Money Market Funds and Financial Stability: Comparing Sweden to the U.S. and Iceland
by Strömqvist, Maria & Gunnarsdottir, Gudrun
- 35-48 Interest Rates After the Credit Crunch: Markets and Models Evolution
by Bianchetti, Marco & Carlicchi, Mattia
- 59-74 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
by Jacobs, Jr., Michael
- 99-106 Simulation and Performance Evaluation of Liability Driven Investment (LDI)
by Schwaiger, Katharina & Mitra, Gautam
- 107-111 Behavioral Finance and Technical Analysis
by Dehnad, Kosrow
- 123-132 A General Structural Approach For Credit Modeling Under Stochastic Volatility
by Escobar, Marcos & Friederich, Tim & Seco, Luis & Zagst, Rudi
- 133-141 A Stochastic Programming Model to Minimize Volume Liquidity Risk in Commodity Trading
by Fragniere, Emmanuel & Markov, Iliya
- 143-158 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Albareto, Giorgio & Benvenuti, Michele & Mocetti, Sauro & Pagnini, Marcello & Rossi, Paola
- 143-168 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Albareto, Giorgio & Benvenuti, Michele & Mocetti, Sauro & Pagnini, Marcello & Rossi, Paola
- 159-168 Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?
by Antoniou, Antonios & Arbour, Philippe & Zhao, Huainan
- 169-182 Mobile Payments Go Viral: M-PESA in Kenya
by Mas, Ignacio & Radcliffe, Daniel
2011, Volume 31
- 9-17 Economists’ Hubris – The Case of Award Winning Finance Literature
by Shojai, Shahin & Feiger, George
- 19-29 Tracking Problems, Hedge Fund Replication, and Alternative Beta
by Roncalli, Thierry & Weisang, Guillaume
- 31-43 Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default
by Jacobs, Jr., Michael
- 53-61 The Map and the Territory: The Shifting Landscape of Banking Risk
by Scandizzo, Sergio
- 73-81 Systemic Risk Seen from the Perspective of Physics
by Milkau, Udo
- 83-97 International Supply Chains as Real Transmission Channels of Financial Shocks
by Escaith, Hubert & Gonguet, Fabien
- 101-113 Chinese Exchange Rates and Reserves from a Basic Monetary Approach Perspective
by Putnam, Bluford & Silver, Stephen & Wilford, D Sykes
- 115-121 Asset Allocation: Mass Production or Mass Customization?
by Jacobsen, Brian
- 133-139 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
by Clauss, Pierre
- 141-150 Regulating credit ratings agencies: where to now?
by Sy, Amadou N. R.
- 158-163 Revisiting the labor hoarding employment demand model: an economic order quantity approach
by Platt, Harlan & Platt, Marjorie B. Platt
- 165-172 The Mixed Accounting Model under IAS 39: Current Impact on Bank Balance Sheets and Future Developments
by Bischof, Jannis & Ebert, Michael
- 173-183 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
by Gallo, Angela
2010, Volume 30
- 9-21 A critique of Alan Greenspan’s retrospective on the crisis
by Stein, Jerome
- 33-42 How Might Cell Phone Money Change the Financial System?
by Turnbull, Shann
- 49-56 Compliance Function in Banks, Investment and Insurance Companies after MiFID
by Musile Tanzi, Paola & Gabbi, Giampaolo & Previati, Daniele & Schwizer, Paola
- 57-65 Investor Irrationality and Closed-end Hedge Funds
by Dietiker, Oliver
- 83-88 Unwrapping Fund Expenses: What are You Paying For?
by Jacobsen, Brian
- 89-91 Securitization of Financial Asset/Liability Products with Longevity Risk
by Ortiz, Carlos & Stone, Charles & Zissu, Anne
- 95-104 Preventing the Next Great Meltdown
by Levine, David
- 121-125 Constraints to Improving Financial Sector Regulation
by Ciuriak, Dan
- 133-139 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri
- 141-153 Operational Risk Management Using a Fuzzy Logic Inference System
by Reveiz, Alejandro & Carlos, Leon
- 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Karwowski, Ewa
- 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Karwowski, Ewa
- 169-177 The Emergent Evolution of Human Risks in Service Companies Due to Control Industrialization: An Empirical Research
by Fragniere, Emmanuel & Junod, Nathalie
2010, Volume 29
- 9-16 Economists’ hubris — the case of equity asset management
by Shojai, Shahin & Feiger, George & Kumar, Rajesh
- 17-25 The future of financial risk management
by Tapiero, Charles
- 57-69 Reframing Financial Regulation
by Whitehead, Charles
- 79-93 Uncertainty and the financial crisis
by Pacces, Alessio M.
- 95-98 A Model Of Formation Of Asset Beubbles
by Dehnad, Kosrow
- 115-121 The Contagion between Corporate and Personal Bankruptcy
by Platt, Harlan & Demirkan, Sebhattan
- 115-122 The contagion between corporate and personal bankruptcy
by Platt, Harlan & Demirkan, Sebahattin
- 123-129 Development of SRI funds and markets
by Strong, Simon
- 131-136 From Fruits to Financial Services: What Can Supermarket Behaviour Tell Us About the Future of Banking?
by Ellis, Colin
- 137-148 The Financial Crisis and the Future of European Financial Supervision Structures
by Mertzanis, Harilaos
- 149-154 Options, futures, and other derivatives in Russia: an overview
by Rotfuß, Waldemar
- 163-172 Trust network sclerosis: the hazard of trust in innovation investment communities
by Babcock-Lumish, Terry
2010, Volume 28
- 1-19 Risk Management after the Great Crash
by Blommestein, Hans
- 8-11 A partial defense of the giant squid
by Jaggia, Sanjiv & Thosar, Satish
- 12-14 Thou shalt buy ‘simple’ structured products only
by Vanduffel, Steven
- 27-35 Economists’ hubris – the case of risk management
by Shojai, Shahin & Feiger, George
- 37-43 Best practices for investment risk management
by Bender, Jennifer & nielsen, frank
- 45-54 Lessons from the Global Financial Meltdown of 2008
by Friedman, Hershey & Friedman, Linda
- 61-75 Financial stability, fair value accounting, and procyclicality
by Sole, Juan & Scarlata, Jodi & Novoa, Alicia
- 79-85 Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?
by Ortiz, Carlos & Stone, Charles & Zissu, Anne
- 87-93 The time-varying risk of listed private equity
by Kaserer, Christoph & Lahr, Henry & Liebhart, Valentin & Mettler, Alfred
- 103-107 Interest rate risk hedging demand under a Gaussian framework
by Attaoui, Sami & Six, Pierre
- 109-116 Non-parametric liquidity-adjusted VaR model: a stochastic programming approach
by Fragnière, Emmanuel & Gondzio, Jacek & Tuchschmid, Nils & Zhang, Qun
- 117-122 Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude
by Gilli, Manfred & Schumann, Enrico
- 123-129 A VaR too far? The pricing of operational risk
by Coleman, Rodney
2009, Volume 27
- 3-8 The financial crisis as a symbol of the failure of academic finance? (A methodological digression)
by Blommestein, Hans
- 9-13 Economists’ hubris – the case of asset pricing
by Shojai, Shahin & Feiger, George
- 14-18 The equity premium in 150 textbooks
by Fernandez, Pablo
- 29-34 U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis
by von Furstenberg, George
- 37-41 In the wake of the financial crisis: rebuilding the image of the finance industry through trust
by James, Erika Hayes
- 45-48 Anatomy of the 2008 financial crisis: an economic analysis postmortem
by Hunter, Greg
- 49-52 Regulating private financial institutions: how to kill the goose that laid the golden eggs
by Lhabitant, Francois-Serge
- 53-57 Smarter sourcing in a post-crisis environment
by Gupta, Suresh & Venditti, Carmina
- 58-62 What executives should know about structural credit risk models and their limitations: a primer with examples
by Malone, Samuel & Rodriguez, Abel & ter Horst, Enrique
- 63-68 From crunch to crisis in the interbank lending market
by Stinespring, John Robert & Kench, Brian
- 76-81 Quantifying reputational effects for publicly traded financial institutions
by Cannas, Giuseppina & Masala, Giovanni & Micocci, Marco
- 82-87 Can risk modeling work?
by Sheedy, Elizabeth
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