Capco Institute
Journal of Financial Transformation
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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 - 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
- 1-2 Seeing the Forest for the Trees - The Taming of Big Data
by Sidhwani, Sanjay & Yasav, Sue
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 - 103-107 Estimating expected loss given default in an emerging market: the case of Czech Republic
by Seidler, Jakub & Horvath, Roman & Jakubík, Petr
2009, Volume 26
- 4-12 Economists' Hubris - The Case of Mergers and Acquisitions
by Shojai, Shahin - 13-17 Justifying adverse actions with new scorecard technologies
by Hand, David & Yu, Keming - 18-23 Four demons
by Kneafsey, Kevin - 24-30 Lending technology, bank organization and competition
by Degryse, Hans & Ongena, Steven & Tümer-Alkan, Günseli - 31-36 Paving the Way to M&A Success: Legal Restructuring at the Core of Post Merger Integration
by Michelin, Etienne & Patel, Kunal - 37-41 The new financial factory for innovation economic development
by Vass, Thomas - 42-50 Differences in the measurement and structure of wealth using alternative data sources: the case of the UK
by Oldfield, Zoe & Sierminska, Eva - 51-54 Speculative Bubbles and Overreaction to Technological Innovation
by Lansing, Kevin - 55-58 Analyzing and hedging structured products with Interactive Deformable Computer Graphics
by Mahlknecht, Michael & Oppl, Konstantin - 60-68 Modeling and pricing of credit derivatives using macroeconomic information
by Schmid, Bernd & Zagst, Rudi & Antes, Stefan & El Moufatich, Fayssal - 69-78 Bank cash flows – a source of new insight?
by Klumpes, Paul & Welch, Peter & Reibel, Andres - 79-84 Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield
by Carr, Douglas - 85-96 Banking Capital and Operational Risks: Comparative analysis of regulatory approaches for a bank
by Medova, Elena A & Ber-Yuen, Pia E.K. - 96-103 Quality, innovation, differentiation (QID) management and competitiveness in the financial sector: a tool for overcoming financial and banking crises
by Zineldin, Mosad - 104-107 The extreme downside risk of the S&P 500 stock index
by Aboura, Sofiane - 108-115 Effective parameters for stochastic volatility models
by Wang, Zaizhi - 116-130 Who benefits from market integration? A comparative study of Yankee IPOs from high and low integrated markets
by Pukthuanthong, Kuntara
2009, Volume 25
- 12-14 Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares
by Wright, Robert - 15-18 Financial risk and political risk in mature and emerging financial markets
by Jiang, Wenjiang & Wu, Zhenyu - 31-39 Enhanced credit default models for heterogeneous SME segments
by Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo - 41-50 The impact of demographics on economic policy: a huge risk often ignored
by Keogh, Timothy & Silver, Steven & Wilford, D. Sykes - 51-54 Risk and Return Measures for a Non-Gaussian World
by Powers, Michael R. & Powers, Thomas Y. - 55-64 Medium-term macroeconomic determinants of exchange rate volatility
by Morana, Claudio - 95-106 Does individual performance affect entrepreneurial mobility Empirical evidence from the financial analysis market
by Groysberg, Boris & Nanda, Ashish & Prats, M Julia - 131-143 Public sector support of the banking industry
by Milne, Alistair