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 are:

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