Volume 13 (2020)

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 13 include:

Volume 13 Number 3

  • Editorial: Risk anticipation in a pandemic world
    Roger G. Chen, Editorial Board Member, Journal of Risk Management in Financial Institutions
  • Effectively managing risks in an ESG portfolio
    Andre Bertolotti, Head of Global Sustainable Research and Data, BlackRock Sustainable Investing
  • Risk governance framework and the three lines of defence construct: A challenged self-assessment process through an activity-based approach
    Bradford Hu, Chief Risk Officer and Aslihan Denizkurdu, Head of Governance and Chief Operating Officer for Risk Management, Citigroup
  • CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part II)
    Martin Neisen, Partner, PricewaterhouseCoopers and Hermann Schulte-Mattler, Professor, Dortmund University of Applied Sciences and Arts
  • In the eye of the beholder: Regulatory versus industry risk perception
    Meghan E. Burns, Associate Principal Analyst, Dror Y. Kenett, Economist and Jonathan S. Sokobin, Chief Economist and Senior Vice President, Financial Industry Regulatory Authority, Office of the Chief Economist
  • Modifying model risk management practice in the era of AI/ML
    Liming Brotcke, Sr Director — Model Validation Risk — MRM, Ally
  • On the definition of risk
    Filipe Lemos, Risk Manager, Risk Management, BNI Europa

Volume 13 Number 2

  • Editorial: Machine learning and finance
    John Hull, Editorial Board Member, Journal of Risk Management in Financial Institutions
  • Opinion piece: Uncovering hidden signals for sustainable investing using Big Data: Artificial intelligence, machine learning and natural language processing
    Madelyn Antoncic, Managing Partner, Global AI Corporation
  • Papers: CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I)
    Martin Neisen, Partner, PricewaterhouseCoopers and Hermann Schulte-Mattler, Professor, Dortmund University of Applied Sciences and Arts
  • Are stress tests beauty contests? (and what we can do about it)
    Mario Quagliariello, Director, Economic Analysis and Statistics Department, European Banking Authority
  • Using the market value of equity to signal banking sector vulnerabilities
    Will Kerry, Deputy Division Chief, Monetary & Capital Markets Department, International Monetary Fund
  • How can supervisors and banks promote a culture of strong governance and ethical behaviour?
    Stefan Walter, Director General and Florian Narring, Adviser, Directorate General Micro-Prudential Supervision, European Central Bank, Germany
  • Addressing cyber risk in financial institutions and in the financial system
    Allan D. Grody, President, Financial InterGroup Advisors
  • Enhancing banks’ strategic decision-making: Building on behavioural strategy — Application to Pillar 2 regulation
    Naji Freiha, Doctoral researcher, Dauphine University; Former MD, Risk Management, Dexia
  • Sustainable profitability in volatile cyclical markets
    Hanna Sarraf, Group Chief Risk Officer, BankMed Group

Volume 13 Number 1: Special Issue on Model Risk Management

  • Editorial
    Klaus Böcker and Philipp Schröder, PricewaterhouseCoopers
  • Model Risk Management: Special Issue Papers
  • Thinking about theory and practice: What it means to reach effective risk management decisions in banking
    Christian Hugo Hoffmann, Co-founder, Syntherion
  • The evolution of model risk management processes
    Maurizio Garro, Senior Audit Manager, Lloyds Banking Group
  • A smarter model risk management discipline will follow from building smarter models
    Jon R. Hill, Head, New York Chapter, Model Risk Managers International Association
  • Using formal verification to develop higher assurance, more maintainable financial software
    Manfred Kerber, CTO and Co-founder, Colin Rowat, CEO and Co-founder, fovefi and Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America
  • Effective and efficient model risk management
    Matthew Dodgson, Director, PricewaterhouseCoopers
  • Risk Management Papers
  • 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
  • Revised partial use: Banking supervision on the right track
    Martin Neisen, Partner, PricewaterhouseCoopers and Hermann Schulte-Mattler, Professor of Finance, Dortmund University of Applied Sciences
  • 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 in the Treasury department, German Landesbank NORD/LB