Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its seventeenth year, Risk Journals serve broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Only original and innovative papers are published in Risk Journals, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in financeRead more
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sectorRead more
- The challenges of derivatives central counterparty interoperability arrangements
- Central counterparties and banks: vive la difference
- “Incomplete demutualization” and financial market infrastructure: central counterparty ownership and governance after the crisis of 2008–9
- Skin in the game: central counterparty risk controls and incentives
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instrumentsRead more
- Wiener chaos expansion and numerical solutions of the Heath–Jarrow–Morton interest rate model
- Accelerated trinomial trees applied to American basket options and American options under the Bates model
- A new improvement scheme for approximation methods of probability density functions
- Stratified approximations for the pricing of options on average
The only publication devoted exclusively to theoretical and empirical studies in financial risk management. The journal promotes far-reaching research on the latest innovations, with particular focus on the measurement, management and analysis of financial riskRead more
Focusses on the measurement and management of credit risk, and the valuation and hedging of credit products, with the aim of promoting a greater understanding in credit risk theoryRead more
- Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
- A framework for market, credit and transfer risk aggregation and stress testing
- Market pricing of credit linked notes: the influence of the financial crisis
- Contingent credit default swaps: accurate and approximate pricing
Stimulating active discussions of practical approaches to quantify, model and manage operational riskRead more
Focusses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issuesRead more
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial disciplineRead more
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricityRead more