Forthcoming content

Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues, published both in print and online. Volume 13 forthcoming content will be available soon. The articles and case studies published in Volume 12, are:

  • Strategic, legal, quantitative and regulatory issues in the cyber landscape
    Colin Church, Chief Credit Risk Officer, EMEA, Citi
  • Is the rise of fintech likely to help or hinder the riskiness of banks?
    Wai Lum Kwok, Executive Director, Capital Markets at Abu Dhabi Global Market
  • Risk governance at large banks
    Alessandra Mongiardino, Head of Enterprise-wide Risk Management, Nordea
  • A methodology for actively managing tail risks and uncertainties
    Dirk Broeders, Senior Strategy Adviser, Supervisory Policy Division, De Nederlandsche Bank, Herwin Loman, Senior Strategy Adviser, Supervisory Policy Division, De Nederlandsche Bank & Joris van Toor, Policy Adviser, Supervisory Policy Division, De Nederlandsche Bank
  • Comprehensively addressing cyber-risk in financial institutions and in the financial system
    Marietta Naiga Mwesigwa, Risk and Compliance Professional, Housing Finance Bank Uganda
  • Danske Bank - An embarrassment of risks
    Patrick McConnell, Honorary Fellow, Macquarie University Applied Finance Centre
  • What do the final Basel rules mean for us?
    Frankie Phua, Head of Group Risk Management, UOB
  • The shortcomings of models in country risk management
    Michel Henry Bouchet, International Finance and Country Risk Professor, SKEMA Business School
  • Assessment of Model Risk in the Aggregate: Contribution of Quantification
    Liming Brotcke, Risk Specialist Division, Federal Reserve Bank of Chicago & Ray Brastow, Supervision, Regulation and Credit Division, Federal Reserve Bank of Richmond
  • The Top Fourteen Challenges for Today’s Model Risk Managers
    Jon R. Hill, Head, New York Chapter, Model Risk Managers’ International Association
  • Credit Risk Forecasting Modelling and Projections Under IFRS 9
    Giuseppe Ammendola, Valuecube, Giuseppe Montesi, School of Economics and Management, University of Siena, Giovanni Papiro, School of Economics and Management, University of Siena & Laura Ugolini, Valuecube
  • A methodology for actively managing tail risks and uncertainties
    Tally Ferguson, Director of Enterprise-wide Risk Management, BOK Financial
  • How can financial institutions best prepare for the impact of climate change?
    Julia van Huizen, Policy Advisor, Climate Risk and Sustainable Finance, De Nederlandsche Bank
  • The business case for machine learning in risk management in financial institutions
    Orest Dubay, Senior Risk Manager, Nordea
  • Overcoming challenges in implementing machine learning in risk management
    Brad Carr, Senior Director, Digital Finance Regulation & Policy, Institute of International Finance
  • On better assessing the future outcomes of ‘grand, world-changing schema’: Seeing present EU and globalisation backlashes as to-be-expected
    Guntram F. A. Werther, Professor (research), The Fox School of Business, Temple University
  • Predicting bank failure using regulatory accounting data
    Helen R. Pruitt, Adjunct Professor of Accounting, University of Maryland
  • A method for pricing CVA for unlisted companies
    Matteo Formenti, Finance Department, UniCredit Group
  • Interconnectedness and Networks in Financial Stability
    Serafin Martinez Jaramillo, Senior Financial Researcher, Bank of Mexico
  • Incorporating CECL into stress testing and leveraging existing infrastructure to align practices
    Julio Riviera, Director of CCAR and CECL Model Implementation Production and Reporting, US Bank
  • Volume 12 Number 4: Special Issue on Enterprise Risk Management
    Guest-editor: Gregory Hopper, Global Head of Enterprise Risk Management, Goldman Sachs

A selection of those published in Volume 11 - Journal of Risk Management in Financial Institutions include:

  • A foundational approach to credit migration for stress testing and expected credit loss estimation  
    Jorge Sobehart, Managing Director, Citi QRS & Xiaoming Sun, Senior Vice President, Citi QRS
  • Visualisation 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 InterGroup
  • 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, Technical 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