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LATEST CHAPTERS AND PAPERS
European Commission changes tune on proposed FRTB multiplier
Banks fear departure from original diversification factor undermines case for permanent relief
All books are authored by leading professionals and academics. With over 100 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Browse through our full book catalogue below. Use the search bar to find specific titles, or filter by industry or market type.
To see a full list of Risk Books, you can click here.
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Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its twenty-first year, the Risk Journals portfolio serves, 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.
Journal of Energy Markets
Latest papers
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Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods
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Financial performance in electricity and gas markets: some empirical evidence from a cluster analysis
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Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration
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Revenue analysis of spot and forward solar energy sales in Texas
Journal of Financial Market Infrastructures
Latest papers
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Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022
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Retail payment technology and money demand: evidence from China
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Functional consistency across retail central bank digital currency and commercial bank money
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The fundamental role of the repo market and central clearing
Journal of Computational Finance
Latest papers
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Pricing time-capped American options using a least squares Monte Carlo method
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Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method
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Deep equal risk pricing of illiquid derivatives with multiple hedging instruments
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On the boundary conditions adopted in stochastic volatility option pricing models
Journal of Risk
Latest papers
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Approximate risk parity with return adjustment and bounds for risk diversification
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The power of neural networks in stochastic volatility modeling
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A tale of two tail risks
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The impact of divergence in communication tone on investors’ willingness to invest in eurozone small- to medium-sized enterprises
Journal of Credit Risk
Latest papers
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Survival analysis in credit risk management: a review study
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Uncertainty in the macroeconomic environment, corporate tax avoidance and corporate credit financing: evidence from high-tech listed companies in China
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Default risk in the era of environmental, social and governance ratings: a comparative analysis of divergence
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Fintech lending and firm bankruptcies
Journal of Operational Risk
Latest papers
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Enhancing organizational sustainability through human resource analytics: examining the moderating effect of organizational culture
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Operational risk, capital regulation and model risk
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The robot-labeling phenomenon: robot-ready modern operational risk management
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Navigating risk horizons: a comprehensive bibliometric analysis of corporate risk management
Journal of Risk Model Validation
Latest papers
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Dissecting initial margin forecasts: models, limitations and backtesting
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Incorporating financial reports and deep learning for financial distress prediction: empirical evidence from Chinese listed companies
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Lessons for academic research from model risk management in financial institutions
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Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory
Journal of Investment Strategies
Latest papers
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Advanced visualization for the quant strategy universe: clustering and dimensionality reduction
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Using option prices to trade the underlying asset
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Assessing the efficiency of pure-play internet banks in South Korea, Japan and China with data envelopment analysis
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Unaligned exchange traded funds: risk-adjusted performance and market-timing skills
Journal of Network Theory in Finance
Latest papers
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Large vector autoregressive exogenous factor (VARX) model with network regularization
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Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
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Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
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A block-structured model for banking networks across multiple countries