Forthcoming content

Just a selection of the peer-reviewed articles and case studies to be published in Volume 13 of Journal of Risk Management in Financial Institutions - consisting of FOUR quarterly 100-page issues - includes:

  • Effectively managing risks on an ESG portfolio
    Andre Bertolotti, Head of Global Sustainable Research and Data, BlackRock Sustainable Investments
  • Optimal risk governance frameworks at international banks
    Aslihan Denizkurdu, Chief Operating Officer and Head of Governance for Risk, Citi Group
  • Thinking about theory and practice: What it means to reach effective risk management decisions in banking
    Christian Hugo Hoffmann, Senior Scientist, Chair of Entrepreneurial Risks, ETH Risk Centre
  • The evolution of model risk management processes
    Maurizio Garro, Senior Audit Manager, Lloyds Banking Group
  • Using market value of equity to assess banking system vulnerabilities
    William Kerry, Deputy Division Chief, Monetary & Capital Markets Department, International Monetary Fund
  • A smarter model risk management discipline will follow from building smarter models: An abbreviated guide for designing the next generation of smart models
    Jon R. Hilll, Head, New York Chapter, Model Risk Managers International Association
  • Total loss-absorbing capacity and minimum requirement for own funds and eligible liabilities: Impact of bail-in rules on balance sheet management and funding
    Christian Hasenclever, Head of Strategic Asset and Liability Management, Treasury department, German Landesbank NORD/LB
  • Using formal verification to develop higher assurance, more maintainable financial software
    Manfred Kerber, CTO and cofounder, Fovefi, Colin Rowat, CEO and cofounder, Fovefi and Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America
  • Revised partial use: Banking supervision on the right track
    Martin Neisen, Partner, Regulatory Management department and a Global Basel IV Leader at PricewaterhouseCoopers and Hermann Schulte-Mattler, Professor of Finance, Dortmund University of Applied Sciences
  • Exchange traded fund risk management and resiliency
    Sebastjan Smodis, Vice President and Suzanne Smore, Managing Director and Chief Risk Operating Officer, State Street Global Advisors
  • The model risk function: Effective use of time and resources
    Matthew Dodgson, Director, PricewaterhouseCoopers
  • Women on board: Does gender diversity reduce risk-taking in the banking sector?
    Edward Bace, Senior Lecturer in Banking, Middlesex University
  • Climate-related risks in risk management processes in banking
    Julia van Huizen, Senior Expert - Climate Risk and Sustainable Finance, The Central Bank of the Netherlands
  • Banks’ strategic decision-making: Building on behavioural strategy and embedding risk assessments - An illustrated roadmap for strategic planning
    Naji Freiha, Managing Director - Head of Integrated Risk Assessment, Dexia
  • Profitability challenges in banking and the strategic role of the risk management function
    Hanna Saraf, Group Chief Risk Officer, BankMed
  • Are stress tests beauty contests?
    Mario Quagliariello, Director Economic Analysis and Statistics, European Banking Authority
  • Managing risk in a complex world: Looking into the future as opposed to the past
    Nick Silitch, Chief Risk Officer, Prudential Financial
  • How can supervisors and banks promote a culture of strong governance and ethical behaviour?
    Stefan Walter, Director General at European Central Bank - Bank Supervision
  • How collaboration across banks will improve risk management standards and lower costs
    Amit Prakash, Head of Market Utilities, CRISIL Ltd
  • Liquidity Management - a checkered history
    Hugo Banziger, Former Chief Risk Officer, Deutsche Bank
  • Practical application of advanced analytics: Case studies
    Markus Schulz, Global Head FCC Controls, Group Financial Crime Compliance, Standard Chartered Bank