Volume 12 (2019)

Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues, published both in print and online. The articles published in Volume 12 are:

Volume 12 Number 2

  • Editorial: Risk landscape 10 years on: The end of systemic risk or a new beginning?
    Thomas Wilson, Chief Risk Officer, Allianz SE & Editorial Board Member
  • The evolution of the Basel framework: Are we back to where we started?
    Frankie Phua, Managing Director, Head of Group Risk Management, United Overseas Bank
  • The shortcomings of models in country risk management
    Michel-Henry Bouchet, Distinguished Global Finance Professor, SKEMA Business School and Amaury Goguel, Academic Dean, MSc Financial Management and Investment programme, SKEMA Business School
  • The top 14 challenges for today’s model risk managers: Has the time come to think about going beyond SR11-7?
    Jon R. Hill, Head, New York Chapter, Model Risk Managers’ International Association
  • Interconnectedness and financial stability
    Serafin Martinez-Jaramillo, Senior Financial Researcher, Financial Stability General Directorate, Banco de México, Christian U. Carmona, Doctoral candidate, University of Oxford
  • A method for pricing the credit valuation adjustment of unlisted companies
    Matteo Formenti, Professor of Asset Management, University of Castellanza
  • Book review: Managing Country Risk in an Age of Globalization: A Practical Guide to Overcoming Challenges in a Complex World
    Reviewed by Sam Wilkin, Senior Adviser, Oxford Economics, Senior Adviser, Oxford Analytica and Visiting Fellow, Brown University

Volume 12 Number 1

  • Editorial
    Julie Kerry, Journal of Risk Management in Financial Institutions
  • Opinion piece: 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
  • Assessment of model risk in the aggregate: Contribution of quantification
    Liming Brotcke, Quantitative Manager, Federal Reserve Bank of Chicago and Raymond Brastow, Senior Financial Economist, Federal Reserve Bank of Richmond
  • A methodology for actively managing tail risks and uncertainties
    Dirk Broeders, Senior Strategy Adviser, Supervisory Policy Division, De Nederlandsche Bank; Finance Professor, School of Business and Economics, Maastricht University, Herwin Loman, Senior Strategy Adviser, Supervisory Policy Division, De Nederlandsche Bank and Joris van Toor, Policy Adviser, Supervisory Policy Division, De Nederlandsche Bank
  • Economic capital: A brief history and practical applications today
    Tally Ferguson, Director of Enterprise-wide Risk Management, BOK Financial
  • Credit risk forecasting modelling and projections under IFRS 9
    Giuseppe Montesi, Adjunct Professor of Bank Financial Statement Analysis, University of Siena, School of Economics and Management, Giovanni Papiro, Adjunct Professor of Bank Capital Raising, University of Siena, School of Economics and Management, Laura Ugolini and Giuseppe Ammendola, University of Siena