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LATEST CHAPTERS AND PAPERS
Dollar reversal could scupper EM carry boom, dealers warn
Surprise rate hike or a USD rally may force unwinds in popular emerging markets carry trades
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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Health composite indexes and the indoor energy poverty nexus: evidence from France
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Profit-guaranteed locational marginal price computation in non-convex electricity markets using sequential linear programming
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Structured renewable energy derivatives
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Sunny days and market swings: risk assessment in the Indian green venture landscape
Journal of Computational Finance
Latest papers
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A piecewise model for vanilla option pricing
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High-performance applications of the nonuniform fast Fourier transform to option pricing
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Optimality, sparsity and regularization parameter analysis for a risk diversification portfolio selection model
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The log-signature-based time series Wasserstein generative adversarial network
Journal of Risk
Latest papers
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Forecasting realized volatility with the implied volatility surface: an image-based approach
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Pricing kernel monotonicity and the conservativeness of risk-neutral forecasts
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A generic nonparametric value-at-risk estimator for high dimensions
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Non-maturity deposit risk under interest rate stress: a behavioral modeling framework
Journal of Credit Risk
Latest papers
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A robust hybrid structural learning framework for robust structural learning and feature selection for credit risk prediction
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A methodology to measure the impacts of scenarios through expected credit losses
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Quantification of margin of conservatism category C: correlations and quantification levels
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Bayesian clustering for portfolio credit risk
Journal of Operational Risk
Latest papers
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An expert-validated risk assessment framework for bank IT supply chain management
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Enterprise risk management and corporate financial outcomes: empirical evidence from Indian firms
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The impact of environmental, social and governance scores on corporate risk: evidence from Chinese listed companies
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Operational risk measurement: integrating the amplification effects of reputational risk
Journal of Risk Model Validation
Latest papers
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Bayesian unsmoothing for private market investments: a probabilistic approach to risk estimation
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A hybrid value-at-risk/estimated shortfall model: linking accuracy, calibration and explanation stability across horizons
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The application of a corporate bond default risk-identification model to digital economic security
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The role of dynamic measurement and early warning in China’s stock-market resilience: evidence from 28 industry sectors
Journal of Investment Strategies
Latest papers
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