"Brand strategy and innovation is a dynamic and growing practice of great variety. There is a huge demand for a consolidating publication that brings together the very best from the field. Journal of Brand Strategy is the most essential read today."
Forthcoming content
Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues. Forthcoming content for Volume 16 includes:
-
A bottom-up, reduced form credit risk model approach for the determination of collateralized loan obligation capital
Professor Robert Jarrow, Ronald P. & Susan E. Lynch, Professor of Investment Management and Professor of Finance, Johnson Graduate School of Management, Cornell University -
Artificial intelligence in risk modelling
Peter Quell, Head of Portfolio Analytics for Market and Credit Risk, DZ BANK AG -
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Jonas de Oliveira Campino, Lead Strategic Risk Management Specialist, Office of Risk Management, The Inter-American Development Bank -
Pricing of climate transition risks across different financial markets
Dirk Broeders, Senior Financial Risk Manager, Financial Markets Division, De Nederlandsche Bank and Professor of Finance, School of Business and Economics, Maastricht University, Bernd Schouten, Econometrist, Isabelle Tiems, Econometrist and Niek Verhoeven, Econometrist, Financial Markets Division, De Nederlandsche Bank -
Stress testing the systemic risk in bank solvency using a simplified expected shortfall approach with market data
Hank Yang, Senior Specialist, Office of the Superintendent of Financial Institutions Canada -
Social influence and conduct risk: Credibility, disinformation, fake news and conformity
Jorge Sobehart, Managing Director, Citi -
Third Party Risk, Nth Parties and Resilience in the supply chain
Des Campbell, Vice President, Compliance Oversight/Operational Risk, Barclays -
Lessons for Collateral Management and Repo Trading from the LDI Crisis
Martin Walker, Head of Product for Securities Finance and Collateral Management, Broadridge Financial Solutions -
Counterparty credit risk – Lessons from recent events
Andreas Ita, Managing Partner, Orbit36 Risk Finance Solutions -
Approaches for quantifying the financial impacts of reputational damage from climate change
Michael Grimwade, Managing Director, Operational Risk, ICBC Standard Bank Plc -
Operational models and strategies for risk management
Sarah Garrington, Operational Resilience Lead, Fidelity International -
Model risk management
Eduardo Canabarro, Former, Managing Director, Global Head of Model Risk, Barclays -
Determining environmental and social risk rating in a multilateral development bank
Cristiane Ronza, Lead Specialist of Environmental and Social Risk Management and Stefanie Brackmann, Lead Specialist of Environmental and Social Risk Management, Inter-American Development Bank -
Should investors rely on central bank asset purchases to backstop markets?
Colin Ellis, Professor of Finance, Hult International Business School -
Central bank capital management
Dirk Broeders, Senior Financial Risk Manager, Financial Markets Division, De Nederlandsche Bank -
Failure of strategic risk management in a life insurance company in India
Sonjai Kumar, Certified Risk Management Professional, IRM and Purnima Rao, Associate Professor, Fortune Institute of International Business -
What can we learn about repurchase programmes and systemic risk? Evidence from US banks during financial turmoil
Foued Hamouda, Assistant Professor, Higher Institute of Management of Tunis GEF2A-Lab, and Higher Institute of Management of Gabès -
A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9
Peter Miu, Professor of Finance, DeGroote School of Business, McMaster University and Bogie Ozdemir, Co-Founder, RiskVision -
Assessing risks in international investments using hesitant fuzzy linguistic term sets
Ayfer Basar, Visiting Lecturer, Özyeğin University -
ESG information integration into portfolio optimization
Haoming Cao, Associate, FC Actuarial Services, RSM Canada & Tony Wirjanto, Professor, School of Accounting and Finance & Department of Statistics & Actuarial Science, University of Waterloo -
ESG and culture
Matthew Connell, Head of Regulatory Developments, Zurich Insurance Group