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LATEST CHAPTERS AND PAPERS
Basel Committee reviewing design of liquidity ratios
Focus on LCR and NSFR after Silicon Valley Bank and Credit Suisse, but assumptions may not change
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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ESG Investing and Analysis: A Practitioner’s Guide
Edited by Marie Lehmann, Martina Macpherson and Daniel Ung
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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The impact of greenhouse gas aversion on optimal portfolios
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Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
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Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
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New proxy schemes for swing contracts
Journal of Financial Market Infrastructures
Latest papers
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Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms
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Alternative margin models for mortgage-backed securities
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Centralized and decentralized payments networks: a simple cost comparison
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Are cryptocurrencies cryptic or a source of arbitrage? A genetic algorithm approach
Journal of Computational Finance
Latest papers
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Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
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Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
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Extremiles, quantiles and expectiles in the tails
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Neural variance reduction for stochastic differential equations
Journal of Risk
Latest papers
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Banking competition and systemic risk: evidence from China
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Better anti-procyclicality? From a critical assessment of anti-procyclicality tools to regulatory recommendations
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Multi-factor default correlation model estimation: enhancement with bootstrapping
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The impact of the Fundamental Review of the Trading Book: evaluation on a stylized portfolio
Journal of Credit Risk
Latest papers
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How do credit rating agencies and bond investors react to credit guarantees? Evidence from China’s municipal corporate bond market
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Credit risk management: a systematic literature review and bibliometric analysis
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Characteristics of student loan credit recovery: evidence from a micro-level data set
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Credit contagion risk in German auto loans
Journal of Operational Risk
Latest papers
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Composite Tukey-type distributions with application to operational risk management
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Semi-nonparametric estimation of operational risk capital with extreme loss events
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The important role of information technology and internal auditing in risk management: evidence from Greece
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Estimating the probability of insurance recovery in operational risk
Journal of Risk Model Validation
Latest papers
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A study of China’s financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
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Financial distress prediction with optimal decision trees based on the optimal sampling probability
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Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
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Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
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