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LATEST CHAPTERS AND PAPERS
Broker quoting gap keeps Eurex-LCH basis alive
Lack of differentiated prices helps retain CCP basis
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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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
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Harnessing green finance for net-zero: strategies and innovations in the Middle East and North Africa region
Journal of Financial Market Infrastructures
Latest papers
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Rethinking remittances in the US–Mexico corridor: innovation, cost and policy implications
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Central bank digital currency and other digital payments in sub-Saharan Africa: a regional survey
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Are stablecoins fungible money?
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A liquidity black hole: what is the impact of a failing participant in a large-value payment system, and does time matter?
Journal of Computational Finance
Latest papers
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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
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Policy gradient methods for optimal trade execution in limit order books
Journal of Risk
Latest papers
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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
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Is climate policy uncertainty positively or negatively priced in the stock market, and why?
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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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
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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
Journal of Risk Model Validation
Latest papers
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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
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Quantitative fund homogenization and systemic risk in the stock market
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Exceedance-based backtesting of expected shortfall
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Demand deposit balance prediction models under the interest rate risk in the banking book guidelines: an empirical analysis integrating time-series models and machine learning predictions in Mexican banks
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