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LATEST CHAPTERS AND PAPERS
US insurers turn to short-dated FX forwards as notionals rise
Counterparty Radar: Trades under three months make up nearly 60% of total positions, up from just a third in 2022
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.
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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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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
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Harnessing green finance for net-zero: strategies and innovations in the Middle East and North Africa region
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Quantifying renewables reliability risk in modern and future electricity grids
Journal of Financial Market Infrastructures
Latest papers
Journal of Computational Finance
Latest papers
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Stochastic path-dependent volatility models for price–storage dynamics in natural gas markets and discrete-time swing option pricing
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Policy gradient methods for optimal trade execution in limit order books
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An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model
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Robust financial calibration: a Bayesian approach for neural stochastic differential equations
Journal of Risk
Latest papers
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Is climate policy uncertainty positively or negatively priced in the stock market, and why?
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Berms without calibration
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Asymptotic behavior of systemic risk based on the higher-moment capital allocation
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Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory
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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Improving data for managing cyber risk and building resilience
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Operational risk patterns in New Zealand banking: a clinical case study
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Determining the perception of operational risk management practices based on demographic factors in the South African banking sector
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How has the anti-corruption campaign affected operational efficiency? Evidence from a quasi-natural experiment in China
Journal of Risk Model Validation
Latest papers
Journal of Investment Strategies
Latest papers
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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
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The role of Indian equity exchange-traded funds in diversified portfolios: a risk-adjusted performance analysis
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During a health crisis should you invest in gold or oil?
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