Forthcoming content

A selection of peer-reviewed articles scheduled for publication in the new volume, Volume 11 - Journal of Risk Management in Financial Institutions, which consists of four quarterly 100-page issues, includes:

  • A foundational approach to credit migration for stress testing and expected credit loss estimation  
    Jorge Sobehart, Managing Director, Citi Risk Architecture & Xiaoming Sun, Senior Vice President, Citi
  • Visualization of model risk propagation
    Jim Barrett, Assistant Director, AIG
  • Why is managing conduct risk critical for a firm’s Board?
    Rajat Baijal, Head of Operational Risk & Control, Cantor Fitzgerald
  • The role of ontology-based RegTech for managing risk and compliance reporting in the age of regulation
    Tom Butler, Professor and Principal Investigator, The GRC Technology Centre, University College Cork & Robert Brooks, Director of Financial Services GRC, Deloitte UK
  • Rebuilding financial industry infrastructure
    Allan Grody, President, Financial Inter Group
  • Evolution of Risk Management in response to Basel and IFRS-9
    Bogie Ozdemir, CRO and Executive Vice President, Canadian Western Bank
  • Why the euro crisis is far from over
    Colin Ellis, Chief Credit Officer, Moody's Investors Service
  • Asset management in the digital age
    Antonio Giannino, Compliance Officer & Chief Risk Officer, Amagis Capital
  • The interplay of IFRS 9 and Basel capital requirements: Implications on financial stability
    Cristiano Zazzara, Managing Director, Global Head of Risk Services Relationship Management & Head of Risk Services Europe, S&P Global Market Intelligence
  • Trends in recruitment in risk management
    Roberto Iomazzo, Managing Partner, SEBA International
  • Trends in demographics and sustainability: Impact on financial services organisations and operational risk management
    Tony Rooke, Director Reporting, CDP
  • Risk modelling for alternative assets – A theoretical hardship and a challenging practice
    Professor Jörg Henzler, Professor of Economics and Financial Markets, Trier University of Applied Sciences
  • What can risk managers do to proactively tackle cyber threats?
    Jaco Grobler, Group CRO, FirstRand Limited
  • How will global demographic shifts change the face of financial risk?
    Cosimo Pacciani, Chief Risk Officer, European Stability Mechanism
  • Banking book risk
    Grazia Rapisarda, Head of Model Risk, Governance, Risk & Conduct Assurance, RBS RCR
  • How can banks best manage the strategic risks associated with the combination of new regulation and challenges from fintech and non-regulated bank-like entities?
    Adrian Docherty, Head of Financial Institutions Advisory, BNP Paribas

 

A selection of those published in Volume 10 of - Journal of Risk Management in Financial Institutions include:

  • Smoothing transition probability matrices under a risk sensitive approach
    Ahmet Perilioglu and Karina Perilioglu
  • Stress testing: Where next?
    Jo Paisley, former Global Head of Stress Testing, HSBC
  • Operational resilience: Developing a comprehensive operational risk strategy
    David Suetens, EVP, CEO, State Street, Luxembourg Business et al
  • BCBS IRRBB pillar 2: The new standard for the banking industry
    Roberto Virreira Zijderveld, Manager of IRBB Policy, Standard Chartered Group
  • Critical appraisal of the Basel fundamental review of the trading book regulations
    Dr. J. Orgeldinger, Independent Consultant
  • Regulatory reform in banking 10 years after the financial crisis
    Dr. Mattia L. Rattaggi, Managing Director, Head of Regulatory Affairs and Governance Reporting, UBS Group Internal Audit
  • Cybersecurity: The risks and the management of these risks for global banks and financial institutions
    Mark Camillo, Head of Cyber, EMEA, AIG
  • Wrong-way risk bounds in counterparty credit risk management
    Amir Memartoluiey, University of Waterloo et al
  • Statutory bail-in for an orderly resolution of insurers
    Shinya Kobayashi, Government Official, the Financial Services Agency of Japan
  • Liquidity risk management in the investment fund industry
    Martin Moloney & Evin O’Reilly, Central Bank of Ireland
  • Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing
    Gaurav Chawla, Team Lead - Models and Methodologies, Aguais and Associates
  • The challenge of assessing and shaping bank conduct, ethics and culture: Insights from the social sciences
    Dr Matthew Connell, Head of Regulatory Developments, Zurich UK Life
  • Credit risk term-structures for lifetime impairment forecasting: A practical guide?
    Jimmy Skoglund, SAS Institute
  • Capturing initial margin in counterparty risk calculations
    Lee Moran, Senior Quantitative Analyst, BNP Paribas & Sascha Wilkens, Senior Manager, BNP Paribas
  • Policy implications of endogenous risk premiums: The example of a China slowdown
    Aram Derdzyan, Economist, Economic Research Department, Central Bank of Armenia and Armen Nurbekyan, Head of the Economic Research Department, Central Bank of Armenia
  • A deeper understanding of payment shock dynamics
    Nidhi Verma, Senior Director, Financial Services Research and Industry Insights, TransUnion
  • Underdetermination and variability of the  results in macro-to-micro stress  tests – a machine learning  approach
    Alexander Denev, Head of Quantitative Research, HIS Markit and Orazio Angelini, Research Associate IHS MARKIT
  • Volume 10 includes a Special Issue on Country risk: Lessons of the past and the changing dynamics
    Guest-Editors
    Luigi Ruggerone, Resident Representative at Intesa Sanpaolo, and William Kerry, Senior Economist at the International Monetary Fun
  • Managing political risk in advanced economies
    Sam Wilkin, ‎Senior Advisor, Political Risk, Oxford Analytica

  • Beyond country risk: A comprehensive approach to address banks’ vulnerabilities
    Gregorio de Felice, Chief Economist & Head of Research, Intesa Sanpaolo

  • Challenges in implementing a robust Rates Transfer Pricing (RTP) framework
    Richard Wise, Chief Risk Officer, Credit-Suisse Asia-Pacific

  • Changing the treatment of sovereign exposures in banking regulation – a market impact assessment
    Áron Gereben, Senior Economist, Policy and Strategy Division, Economics Department, European Investment Bank

  • Assessing the vunerabilities in foreign economies
    Jack Fisher and Lukasz Rachel, International Directorate, Bank of England

  • Stress testing as a systemic risk assessment tool
    Dimitri G Demekas , Assistant Director, Monetary & Capital Markets Department , International Monetary Fund

  • The new face of political risk
    Mark Giancola, Managing Director and Global Head of Country Risk, Goldman Sachs

  • Exposure exchange agreements among multilateral development banks for sovereign exposures: an innovative risk management tool
    Riadh Belhaj, Principal Risk Officer, African Development Bank, Merli Baroudi, Chief Credit Officer and Director, The World Bank, Norbert Fiess, Credit Risk Head,The World Bank, Jonas Campino DE Olivera, Senior Strategic Risk Specialist, Inter-American Development Bank, Frank Sperling, Strategic Risk Management, Inter-American Development Bank & Tim Turner, Group Chief Risk Officer, African Development Bank

  • Incorporating external factors that drive “excessive lending” into country risk analysis
    Mina Toksoz, International Economist, Mina Toksoz Ltd