This issue contains four technical papers. Two of which deal with an analysis of the SMA, one paper deals with data and another tackles statistical issues around the quantification of operational risk.
This special issue of The Journal of Financial Market Infrastructures on collateral provides a collection of papers that are not fully in sync with traditional thinking in policy and academic circles, or are under-researched.
The first two papers in this issue focus on a particular segment of the payments landscape: card payments. Two forum papers then conclude the issue.
The papers in this issue deal with credit stress testing models, pricing equations for derivatives, the double default value-of-the-firm model and intuitive models for covered bonds
The papers in this issue are all related to energy risk management, including both risk assessment and risk hedging by financial derivatives.
This issue of The Journal of Computational Finance contains four papers that are quite different in terms of their financial applications, and they stand out because of their remarkable mathematical techniques.
This issue explores the practicality of the CVaR measure as a criterion for portfolio selection, and also discusses wavelet analysis for portfolio selection and currency option pricing.
This special issue contains papers covering central counterparty default management and stress testing.