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LATEST CHAPTERS AND PAPERS
Swap spread swings push US corporates to rethink locks
Volatile swap spreads have issuers weighing a shift from swap locks to costlier Treasury locks for pre-issuance hedges
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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Oil price prediction with NBEATSx using oil news embeddings and S&P 500 prices
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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
Journal of Financial Market Infrastructures
Latest papers
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Composable clearing: how blockchain reconciles efficiency and safety in intermediated markets
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Foreign exchange rationing, digital dollar access and regulatory observability: evidence from Bolivia
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Balance sheet decomposition of crypto, stablecoin, central bank digital currency and tokenized assets
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A money view of offline payment functionality
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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The role of uncertainty dynamics in the interconnectedness between gold and oil markets
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Convex combination optimal reinsurance with multiple reinsurers and heterogeneous beliefs
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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
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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Beyond mirror validation: the cost of ineffective challenge in model risk management
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Identifying supply chain credit risk in China’s textile industry using an ensemble explainable artificial intelligence model
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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
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