Forthcoming content

Just a selection of the peer-reviewed articles and case studies to be published in Volume 14 of Journal of Risk Management in Financial Institutions.

Special issue on the impact of COVID-19 on risk management in financial institutions - Guest-edited by Dr Thomas C. Wilson, CEO, Allianz Ayudhya and Christian S. Pedersen, Head, Risk & Compliance, Growth Markets, Accenture

  • COVID-19 triggers great nonfinancial risk crisis: Nonfinancial risk management best practices in Canada
    Lois Tullo, Executive in Residence, Global Risk Institute & Faculty Risk Management and Financial Services, Schulich School of Business
  • COVID-19: Risk-adjusted portfolio returns of emerging and developed equity markets
    Maretno Agus Harjoto, Professor of Finance at Pepperdine Graziadio School of Business, Pepperdine University, Fabrizio Rossi, Adjunct Professor of Economics and Business Organisation, Department of Electrical and Information Engineering, University of Cassino and Southern Lazio, Robert Lee, Associate Professor of Accounting and Clemens Kownatzki, Assistant Professor of Finance, Pepperdine Graziadio School of Business, Pepperdine University
  • The impact of the COVID – 19 pandemic on medical and travel insurance pricing and fraud risks: An exploratory study
    Hala Naseeb, Lecturer, Insurance Centre, Bahrain Institute of Banking & Finance, Ahmed A. Diab, Assistant Professor, Department of Accounting, Prince Sultan University, Riyadh, Saudi Arabia & Faculty of Commerce, Beni-Suef University & Abdelmoneim Metwally, Lecturer in Accounting, Banking and Finance, Bangor University, BIBF Campus, Bahrain and Lecturer in Accounting, Faculty of Commerce, Assiut University, Egypt
  • Adjusting loss forecasts for the impacts of government assistance and loan forbearance during the COVID-19 recession
    Joseph L. Breeden, CEO, Prescient Models LLC
  • Zombie companies and COVID-19
    John Lorié, Chief Economist, Atradius
  • System-wide stress testing and Corona: A first summary appraisal
    Jérôme Henry, Principal Adviser - DG Macroprudential Policy and Financial Stability, European Central Bank

Further articles scheduled for Volume 14 include:

  • Boards and risk
    Olivia White, Partner, McKinsey & Company
  • Liquidity management - A checkered history
    Hugo Banziger, Former Chief Risk Officer, Deutsche Bank
  • Integrating sustainability risks in liquidity risk management
    Christian Hasenclever, Head of Strategic Asset and Liability Management, Norddeutsche Landesbank
  • How should risk professionals manage the rise in corporate indebtedness?
    Dr Colin Ellis, Chief Credit Officer, EMEA & Head of UK and Managing Director, Credit Strategy, Moodys
  • Did the Cares Act PPP programme reduce bank credit risk?
    Paul Kupiec, Resident Scholar, American Enterprise Institute for Public Policy Research
  • Managing bank risk through the crisis: Perspective from Malaysia
    Jeroen Thijs, Group Chief Risk Officer, Ambank Group & Dr David Bobker, Associate Professor of Risk Management, Malaysia University of Science and Technology
  • Financial institutions and the forthcoming debt cancellations in developing countries: How to get rid of moral hazard?
    Dr Michel-Henry Bouchet, Professor Emeritus, SKEMA Business School
  • Managing climate change risks
    Dirk Broeders, Senior Risk Manager, DNB
  • CVA pricing for foreign exchange forwards with wrong-way risk
    Kevin Pan and Chandra Khandrika, Model Risk Management, Citibank
  • Strategic risk measures in zones of uncertainty: Opportunities and pitfalls
    Tally Ferguson, Senior Vice President and Director of Enterprise Risk Management, BOK Financial
  • Time varying autoregressive distributed lag model with changing volatility for stress test
    Leilei Zhoua and Wei Zhua, State University of New York at Stony Brook
  • Financial institutions’ funding cost: Do capital and risk-taking matter?
    Fernando Moreira, Senior Lecturer in Banking and Risk Management, University of Edinburgh Business School
  • Risk governance in financial institutions in the euro area
    Paolo Agnese, Professor of Banking and Finance, LUISS University
  • European banks and risk management: Did the 2008 financial crisis have any impact?
    Professor Joseph Falzon, Department of Banking & Finance, University of Malta & Jennifer Vella, Senior Risk Executive, ZAS Malta Ltd