Printed from https://ideas.repec.org/s/ris/jofitr2.html
Content
2012, Volume 35
- 159-172 Understanding bank supervisors' risk assessments
by John O'Keefe & James A. Wilcox - 173-178 A risk-based risk finance paradigm
by Siwei Gao & Michael R. Powers & Zaneta A. Chapman - 179-185 Quantitative modeling of operational risk losses when combining internal and external data
by Jens Perch Nielsen & Montserrat Guillen & Catalina Bolance & Jim Gustafsson
2012, Volume 34
- 19-29 Toward a bottom-up approach to assessing sovereign default risk: an update
by Edward Altman & Herbert Rijken - 31-41 International liquidity provision and currency-specific liquidity shortages
by Richhild Moessner & William Allen - 43-50 The Failure of Financial Econometrics: “Stir-Fry” Regressions as an Illustration
by Imad Moosa - 51-62 Lehman – A Case of Strategic Risk
by Patrick McConnell - 63-75 Explaining Credit Default Swaps Pricing for Large Banks
by Inci Otker-Robe & Jiri Podpiera - 77-81 Investing in Private Equity - Capital Commitment Considerations
by Sameer Jain - 89-98 Cultural, Political, and Economic Antecedents of Country Risk in Sixty-Two Countries
by Moshe Banai - 105-118 Markets for CCPs and Regulation: Considering Unintended Consequences
by Serge Wibaut & D Sykes Wilford - 119-128 What have we Learned from the 2007-08 Liquidity Crisis? A Survey
by Hamid Mohtadi & Stefan Ruediger - 129-148 Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market
by Christophe Faugere - 149-153 Our Understanding of Next Generation's Target Operating Models
by Andreas Andersen & Nicolas Faulbecker - 155-164 The First Line of Defense in Operational Risk Management – The Perspective of the Business Line
by Udo Milkau & Frank Neumann - 165-174 Optimal Bank Planning Under Basel III Regulations
by Sebastian Pokutta & Christian Schmaltz - 175-181 A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
by Qi Tang & Haidar Haidar & Bernard Minsky & Rishi Thapar - 183-193 ILLIX - A New Index for Quantifying Illiquidity
by Tim Friederich & Carolin Kraus & Rudi Zagst - 195-210 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
by Rocco Ciciretti & Raffaele Corvino - 211-218 Breaking Through Risk Management, a Derivative for the Leasing Industry
by Sylvain Michael Prado & Ram Ananth
2011, Volume 33
- 1-13 Waking the Sleeping Giant
by Dr Simon Ashby & David Clark & John Thirlwell - 29-33 Liability Index Fund: The Liability Beta Portfolio
by Ronald Ryan & Frank Fabozzi - 45-60 Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal
by David VanHoose - 69-76 The Failure of Neoclassical Financial Economics: The Capital Asset Pricing Model and its Pillars as an Illustration
by Imad Moosa - 99-112 Financial Innovation and Transparency in Turbulent Times
by Panagiotis Delimatsis - 121-126 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
by David Owyong - 147-155 Cultural fit and post-merger integration in banking M&As
by Alessandro Carretta & Vincenzo Farina & Paola Schwizer - 157-164 The Pension Risk Management Framework
by Robert Gardner & Dawid Konotey-Ahulu & Ivan Soto-Wright
2011, Volume 32
- 1-17 Systemic Risk, an Empirical Approach
by Gonzalo Cadenas Santiago & Alicia Sanchis Arellano - 23-34 Money Market Funds and Financial Stability: Comparing Sweden to the U.S. and Iceland
by Maria Strömqvist & Gudrun Gunnarsdottir - 35-48 Interest Rates After the Credit Crunch: Markets and Models Evolution
by Marco Bianchetti & Mattia Carlicchi - 59-74 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
by Michael Jacobs, Jr. - 99-106 Simulation and Performance Evaluation of Liability Driven Investment (LDI)
by Katharina Schwaiger & Gautam Mitra - 107-111 Behavioral Finance and Technical Analysis
by Kosrow Dehnad - 123-132 A General Structural Approach For Credit Modeling Under Stochastic Volatility
by Marcos Escobar & Tim Friederich & Luis Seco & Rudi Zagst - 133-141 A Stochastic Programming Model to Minimize Volume Liquidity Risk in Commodity Trading
by Emmanuel Fragniere & Iliya Markov - 143-158 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Giorgio Albareto & Michele Benvenuti & Sauro Mocetti & Marcello Pagnini & Paola Rossi - 143-168 The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
by Giorgio Albareto & Michele Benvenuti & Sauro Mocetti & Marcello Pagnini & Paola Rossi - 159-168 Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?
by Antonios Antoniou & Philippe Arbour & Huainan Zhao - 169-182 Mobile Payments Go Viral: M-PESA in Kenya
by Ignacio Mas & Daniel Radcliffe
2011, Volume 31
- 9-17 Economists’ Hubris – The Case of Award Winning Finance Literature
by Shahin Shojai & George Feiger - 19-29 Tracking Problems, Hedge Fund Replication, and Alternative Beta
by Thierry Roncalli & Guillaume Weisang - 31-43 Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default
by Michael Jacobs, Jr. - 53-61 The Map and the Territory: The Shifting Landscape of Banking Risk
by Sergio Scandizzo - 73-81 Systemic Risk Seen from the Perspective of Physics
by Udo Milkau - 83-97 International Supply Chains as Real Transmission Channels of Financial Shocks
by Hubert Escaith & Fabien Gonguet - 101-113 Chinese Exchange Rates and Reserves from a Basic Monetary Approach Perspective
by Bluford Putnam & Stephen Silver & D Sykes Wilford - 115-121 Asset Allocation: Mass Production or Mass Customization?
by Brian Jacobsen - 133-139 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
by Pierre Clauss - 141-150 Regulating credit ratings agencies: where to now?
by Amadou N. R. Sy - 158-163 Revisiting the labor hoarding employment demand model: an economic order quantity approach
by Harlan Platt & Marjorie B. Platt Platt - 165-172 The Mixed Accounting Model under IAS 39: Current Impact on Bank Balance Sheets and Future Developments
by Jannis Bischof & Michael Ebert - 173-183 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
by Angela Gallo
2010, Volume 30
- 9-21 A critique of Alan Greenspan’s retrospective on the crisis
by Jerome Stein - 33-42 How Might Cell Phone Money Change the Financial System?
by Shann Turnbull - 49-56 Compliance Function in Banks, Investment and Insurance Companies after MiFID
by Paola Musile Tanzi & Giampaolo Gabbi & Daniele Previati & Paola Schwizer - 57-65 Investor Irrationality and Closed-end Hedge Funds
by Oliver Dietiker - 83-88 Unwrapping Fund Expenses: What are You Paying For?
by Brian Jacobsen - 89-91 Securitization of Financial Asset/Liability Products with Longevity Risk
by Carlos Ortiz & Charles Stone & Anne Zissu - 95-104 Preventing the Next Great Meltdown
by David Levine - 121-125 Constraints to Improving Financial Sector Regulation
by Dan Ciuriak - 133-139 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
by Haim Kedar-Levy & Xiaoyan Yu & Akiko Kamesaka & Uri Ben-Zion - 141-153 Operational Risk Management Using a Fuzzy Logic Inference System
by Alejandro Reveiz & Leon Carlos - 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Ewa Karwowski - 155-161 Bringing Islamic Banking into the Mainstream is not an Alternative to Conventional Finance
by Ewa Karwowski - 169-177 The Emergent Evolution of Human Risks in Service Companies Due to Control Industrialization: An Empirical Research
by Emmanuel Fragniere & Nathalie Junod
2010, Volume 29
- 9-16 Economists’ hubris — the case of equity asset management
by Shahin Shojai & George Feiger & Rajesh Kumar - 17-25 The future of financial risk management
by Charles Tapiero - 57-69 Reframing Financial Regulation
by Charles Whitehead - 79-93 Uncertainty and the financial crisis
by Alessio M. Pacces - 95-98 A Model Of Formation Of Asset Beubbles
by Kosrow Dehnad - 115-121 The Contagion between Corporate and Personal Bankruptcy
by Harlan Platt & Sebhattan Demirkan - 115-122 The contagion between corporate and personal bankruptcy
by Harlan Platt & Sebahattin Demirkan - 123-129 Development of SRI funds and markets
by Simon Strong - 131-136 From Fruits to Financial Services: What Can Supermarket Behaviour Tell Us About the Future of Banking?
by Colin Ellis - 137-148 The Financial Crisis and the Future of European Financial Supervision Structures
by Harilaos Mertzanis - 149-154 Options, futures, and other derivatives in Russia: an overview
by Waldemar Rotfuß - 163-172 Trust network sclerosis: the hazard of trust in innovation investment communities
by Terry Babcock-Lumish
2010, Volume 28
- 1-19 Risk Management after the Great Crash
by Hans Blommestein - 8-11 A partial defense of the giant squid
by Sanjiv Jaggia & Satish Thosar - 12-14 Thou shalt buy ‘simple’ structured products only
by Steven Vanduffel - 27-35 Economists’ hubris – the case of risk management
by Shahin Shojai & George Feiger - 37-43 Best practices for investment risk management
by Jennifer Bender & frank nielsen - 45-54 Lessons from the Global Financial Meltdown of 2008
by Hershey Friedman & Linda Friedman - 61-75 Financial stability, fair value accounting, and procyclicality
by Juan Sole & Jodi Scarlata & Alicia Novoa - 79-85 Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?
by Carlos Ortiz & Charles Stone & Anne Zissu - 87-93 The time-varying risk of listed private equity
by Christoph Kaserer & Henry Lahr & Valentin Liebhart & Alfred Mettler - 103-107 Interest rate risk hedging demand under a Gaussian framework
by Sami Attaoui & Pierre Six - 109-116 Non-parametric liquidity-adjusted VaR model: a stochastic programming approach
by Emmanuel Fragnière & Jacek Gondzio & Nils Tuchschmid & Qun Zhang - 117-122 Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude
by Manfred Gilli & Enrico Schumann - 123-129 A VaR too far? The pricing of operational risk
by Rodney Coleman
2009, Volume 27
- 3-8 The financial crisis as a symbol of the failure of academic finance? (A methodological digression)
by Hans Blommestein - 9-13 Economists’ hubris – the case of asset pricing
by Shahin Shojai & George Feiger - 14-18 The equity premium in 150 textbooks
by Pablo Fernandez - 29-34 U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis
by George von Furstenberg - 37-41 In the wake of the financial crisis: rebuilding the image of the finance industry through trust
by Erika Hayes James - 45-48 Anatomy of the 2008 financial crisis: an economic analysis postmortem
by Greg Hunter - 49-52 Regulating private financial institutions: how to kill the goose that laid the golden eggs
by Francois-Serge Lhabitant - 53-57 Smarter sourcing in a post-crisis environment
by Suresh Gupta & Carmina Venditti - 58-62 What executives should know about structural credit risk models and their limitations: a primer with examples
by Samuel Malone & Abel Rodriguez & Enrique ter Horst - 63-68 From crunch to crisis in the interbank lending market
by John Robert Stinespring & Brian Kench - 76-81 Quantifying reputational effects for publicly traded financial institutions
by Giuseppina Cannas & Giovanni Masala & Marco Micocci - 82-87 Can risk modeling work?
by Elizabeth Sheedy - 103-107 Estimating expected loss given default in an emerging market: the case of Czech Republic
by Jakub Seidler & Roman Horvath & Petr Jakubík
2009, Volume 26
- 4-12 Economists' Hubris - The Case of Mergers and Acquisitions
by Shahin Shojai - 13-17 Justifying adverse actions with new scorecard technologies
by David Hand & Keming Yu - 18-23 Four demons
by Kevin Kneafsey - 24-30 Lending technology, bank organization and competition
by Hans Degryse & Steven Ongena & Günseli Tümer-Alkan - 31-36 Paving the Way to M&A Success: Legal Restructuring at the Core of Post Merger Integration
by Etienne Michelin & Kunal Patel - 37-41 The new financial factory for innovation economic development
by Thomas Vass - 42-50 Differences in the measurement and structure of wealth using alternative data sources: the case of the UK
by Zoe Oldfield & Eva Sierminska - 51-54 Speculative Bubbles and Overreaction to Technological Innovation
by Kevin Lansing - 55-58 Analyzing and hedging structured products with Interactive Deformable Computer Graphics
by Michael Mahlknecht & Konstantin Oppl - 60-68 Modeling and pricing of credit derivatives using macroeconomic information
by Bernd Schmid & Rudi Zagst & Stefan Antes & Fayssal El Moufatich - 69-78 Bank cash flows – a source of new insight?
by Paul Klumpes & Peter Welch & Andres Reibel - 79-84 Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield
by Douglas Carr - 85-96 Banking Capital and Operational Risks: Comparative analysis of regulatory approaches for a bank
by Elena A Medova & Pia E.K. Ber-Yuen - 96-103 Quality, innovation, differentiation (QID) management and competitiveness in the financial sector: a tool for overcoming financial and banking crises
by Mosad Zineldin - 104-107 The extreme downside risk of the S&P 500 stock index
by Sofiane Aboura - 108-115 Effective parameters for stochastic volatility models
by Zaizhi Wang - 116-130 Who benefits from market integration? A comparative study of Yankee IPOs from high and low integrated markets
by Kuntara Pukthuanthong
2009, Volume 25
- 12-14 Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares
by Robert Wright - 15-18 Financial risk and political risk in mature and emerging financial markets
by Wenjiang Jiang & Zhenyu Wu - 31-39 Enhanced credit default models for heterogeneous SME segments
by Dean Fantazzini & Maria Elena DeGiuli & Silvia Figini & Paolo Giudici - 41-50 The impact of demographics on economic policy: a huge risk often ignored
by Timothy Keogh & Steven Silver & D. Sykes Wilford - 51-54 Risk and Return Measures for a Non-Gaussian World
by Michael R. Powers & Thomas Y. Powers - 55-64 Medium-term macroeconomic determinants of exchange rate volatility
by Claudio Morana - 95-106 Does individual performance affect entrepreneurial mobility Empirical evidence from the financial analysis market
by Boris Groysberg & Ashish Nanda & M Julia Prats - 131-143 Public sector support of the banking industry
by Alistair Milne - 155-160 A loss distribution model for operational risk derived from pooled bank losses
by ManMohan Sodhi & Wayne Holland - 161-168 Global financial structure and climate change
by John Whalley & Yufei Yuan
2008, Volume 24
- 43-52 An Alternative Approach to Alternative Beta
by Thierry Roncalli & Jérôme Teiletche - 53-61 How to explain the foreign expansion of Russian firms
by Kalman Kalotay - 63-71 Evaluating art as an alternative investment aset
by Raya Mamarbachi & Marc Day & Giampiero Favato - 91-100 Gutenberg and the social media revolution: an investigation of the world where it costs nothing to distribute information
by Richard Stacy - 105-107 Understanding the cost difference between intraday and overnight liquidity
by Joydeep Bhattacharya & Joseph Haslag & Antoine Martin - 113-121 Mutual Fund Investors: Sharp Enough?
by Alan Palmiter & Ahmed Taha - 123-130 Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations
by Boris Groysberg & Paul Healy & Yang Gui - 137-143 Financial instruments to hedge commodity price risk for developing countries
by Yinqiu Lu & Salih Neftci - 145-154 Global excess liquidity does it matter for house and stock prices on a global scale
by Ansgar Belke & Ralph Setzer & Walter Orth - 175-182 Keeping the bad guys out, risk management and retail payment innovation
by Michele Braun & William Roberds & Richard Sullivan - 183-191 The role of banking and financial policies in promoting micro, small, and medium enterprises
by Piotr Cizkowicz & Krzysztof Rybinski
2008, Volume 23
- 14-18 Global structured products survey: trends and issues in the market
by Michael Mahlknecht - 51-59 Zopa.com — innovation in the u.K. financial services industry
by Jamie Anderson & Martin Kupp - 69-76 Strategic innovation in the financial services industry: opportunity or threat?
by Kurt Verweire & Lutgart Van den Berghe - 77-84 Banking at the Checkout:are retailers really a threat to banks?
by peter welch & steve worthington - 95-100 EU retail financial market integration: mirage or reality?
by Karel Lannoo - 101-105 Financial services for the unbanked in the U.S. -Why,who and what?
by steve worthington - 129-134 Credit scoring in the context of European integration: is there a future for generic models?
by Galina Andreeva & Jake Ansell & Jonathan Crook - 155-164 Recent trends in the number and size of bank branches: an examination of likely determinants
by Timothy Hannan & Gerald Hanweck - 165-172 Operate a mortgage company like a factory
by Tyrone Jackson & Josephine Yen
2008, Volume 22
- 18-22 The Dutch housing market: trends, risks, and outlook
by Ricardo Cunha & Bart Lambrecht & Grzegorz Pawlina - 41-48 On the lognormality of forward credit default swap spreads
by George Jabbour & Fatena El Masri & Stephen Young - 131-138 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
by Martin Neil & Norman Fenton - 187-194 A Framework for Integrating Reputation Risk Into the Enterprise Risk Management Process
by Laureen Regan - 195-201 Profitability, balance sheet data, real options and the valuation of equity
by Ian Herbert & Yoshikatsu Shinozawa & Mark Tippett
2007, Volume 21
- 32-38 Share of wallet in Australian retail banking an empirical study with implications for practice and research
by Chris Baumann & Gregory Elliott & Suzan Burton - 55-66 Applied Financial Marketing - Myth Versus Reality
by Shahin Shojai & Julian Badcock & Alex De Fursac Gash - 67-76 How to design customer-centric processes in the banking industry
by Diana Heckl & Jürgen Moormann - 67-76 How to design customer-centric business processes in the banking industry
by Diana Heckl & Jürgen Moormann
2007, Volume 20
- 18-25 Market timing with candlestick technical analysis
by Ben Marshall & Martin Young & Lawrence Rose - 69-79 Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects
by Peter Kunzel & Carlos Medeiros & Michael Papaioannou & Luisa Zanforlin - 88-93 Applications of extreme value theory to collateral valuation
by Alejandro Garcia & Ramazan Gencay - 127-141 Settlement internalization: the production and distribution of services in the (clearing and) settlement industry
by Salvatore Lo Giudice - 143-154 Standards and Competition in Post-trade Securities Processing
by Alistair Milne - 155-166 European financial integration and MiFID
by Harilaos Mertzanis - 168-174 Towards economic and monetary union: changing trends in payment systems for new European members
by Francisco José Callado Muñoz & Natalia Utrero González
2007, Volume 19
- 14-19 The role of the euro on the corporate bond markets in the Euro Area
by Gabe de Bondt - 20-25 Measuring convergence of the new member countries’ exchange rates to the euro
by Bettina Becker & Stephen Hall - 35-48 The impact of monetary union on trade prices
by Anderton Robert & Richard Baldwin & Daria Taglioni - 49-64 The Economics of Offshore Financial Services and the Choice of Tax, Currency, and Exchange Rate Regime
by George von Furstenberg - 65-79 Financial stability in the Eurozone: where do we stand?
by Ivo J. M. Arnold - 81-90 Structural econometric approach to bidding in the main refinancing operations of the Eurosystem
by Nuno Cassola & Christian Ewerhart & Claudio Morana - 91-103 Financial Integration in the West African Monetary Union
by Amadou N. R. Sy - 106-111 Economic and monetary union: the problematic nature of its economic policies
by Philip Arestis & Malcolm Sawyer - 112-120 On the macroeconomics of Euro Area enlargement
by Reinhard Neck & Gottfried Haber - 121-128 Checking out: exits from currency unions
by Andrew Rose - 129-140 Was Argentina s financial collapse of 2001 Inevitable: What did we know and when did we know it?
by Andrew Hughes Hallet - 141-157 The future of the euro — what happens if a Member State leaves?
by Charles Proctor - 159-175 THE SGP and the ECB an exercise in asymmetry
by David Mayes & Matti Viren
2006, Volume 18
- 24-28 Why and when financial instruments are created: a learning story
by Ana Fernandes - 29-33 Developing sustainable advantage in asset management
by Peter Moles - 34-38 Strategic trends and opportunities in banking
by Norm Balthasar - 61-69 Private equity: spice for European economies
by Thomas Meyer - 71-78 Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment
by Hamish Anderson & Lawrence Rose - 90-93 Transformation using Lean Six Sigma measures for service processes
by Allison Stahl - 94-100 Applying Lean and Six Sigma for operational excellence in financial services
by Robin Davies - 101-104 Achieving competitive advantage through Lean thinking
by Thomas Bertels & Massimo Appiotti - 151-159 Improving liquidity through efficient stock market structure and operational design
by Pankaj Jain - 161-169 Using asset management companies to resolve non-performing loans in China
by Guonan Ma & Ben S. C. Fung
2006, Volume 17
- 16-19 Access to financial services: a review of the issues and public policy objectives
by Stijn Claessens - 28-31 Does capital mobility promote economic growth? The link to education
by Hartmut Egger & Peter Egger & Volker Grossmann - 32-25 Growth and its measurement
by Bala Subramanian - 36-38 The welfare implications of product patent a simple model
by Arijit Mukherjee & Achintya Ray - 112-114 Leveraging hosted middleware services to deploy valuable new services quickly and easily
by Gailanne Barth & Henry Bayard - 123-129 Is competition in the financial sector a good thing?
by Falko Fecht & Antoine Martin - 141-149 Threshold relationships among inflation, financial development, and growth
by Michelle L Barnes & Nicolas Duquette - 151-159 Manufacturing Growth
by Peter Moles