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LATEST CHAPTERS AND PAPERS
EBA proposes drastic overhaul to supervisory data reporting
Revamp will cut back the number of datapoints and integrate overlapping reports
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.
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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Analyzing the asymmetric effect of renewable energy on economic growth in a transitional economy
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Managing geopolitical risk in petroleum markets
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Analyzing the impact of energy prices on US stock market volatility
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Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon
Journal of Financial Market Infrastructures
Latest papers
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An econometric investigation on the stability of stablecoins: are these coins stable or is their stability just a flip of the coin?
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Instant payments as the new normal: how much more money do the banks need?
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The merchant’s hand in the consumer’s choice of payment instruments: an agent-based model
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Locked out by loyalty: entry deterrence through rebates in payment card markets
Journal of Computational Finance
Latest papers
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An efficient algorithm to compute correlation Greeks
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Fast calculation of cheapest-to-deliver curves
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Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
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Stochastic path-dependent volatility models for price–storage dynamics in natural gas markets and discrete-time swing option pricing
Journal of Risk
Latest papers
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Stock trend forecasting with graph neural networks
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From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts
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Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization
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When betas meet the cross section: a hybrid risk model for equity portfolios
Journal of Credit Risk
Latest papers
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Credit risk meets insurance risk: a unified framework
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Current Expected Credit Losses implementation and model risk in uncertain times: an application to consumer finance
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Estimating the impact of combined correlated credit scorecards
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The consequences of the Basel III requirements for the liquidity horizon and their implications for optimal trading strategy
Journal of Operational Risk
Latest papers
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A global governance framework for generative artificial intelligence in financial risk management: empirical insights on mitigating hallucination and opacity in the augmented intelligence era
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Model validation of a generative-artificial-intelligence-based avatar for customer support in banking
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The digital sentinel: artificial intelligence and the mitigation of corporate litigation risk
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Artificial intelligence in password-less authentication: bridging the gap between security and transparency
Journal of Risk Model Validation
Latest papers
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Graph neural networks for credit default prediction: robustness and model evaluation
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Generative artificial intelligence in model risk management: emerging opportunities, supervisory challenges and validation frameworks
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A dual backtesting framework for quantifying nested model error and unlocking capital efficiency
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Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
Journal of Investment Strategies
Latest papers
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A new approach to asset pricing models: the term structure of leverage and refinancing risk
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On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
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Technical trading versus buy and hold: a framework using common indicators in the US stock market
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Navigating investment choices: determinants of corporate investment strategies in Japan’s nonfinancial sector
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