Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
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.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
Journal of Energy Markets
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricity
Latest papers
-
Theory for optimizing capacitated commodity storage with case studies in natural gas
-
A market scoring mechanism for trading of German electricity futures
-
Forecasting natural gas price trends using random forest and support vector machine classifiers
-
Using equity, index and commodity options to obtain forward-looking measures of equity and commodity betas and idiosyncratic variance
Journal of Financial Market Infrastructures
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sector
Latest papers
-
Climate risk and central counterparty risk management
-
A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models
-
Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model
-
What drives Bitcoin fees? Using SegWit to assess Bitcoin’s long-run sustainability
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
Journal of Credit Risk
Focuses on the measurement and management of credit risk, and the valuation and hedging of credit products in order to promote a greater understanding in credit risk theory
Latest papers
-
A structural credit risk model based on purchase order information
-
Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
-
Covid-19 and the credit cycle: 2020 revisited and 2021 outlook
-
Customer churn prediction for commercial banks using customer-value-weighted machine learning models
Journal of Operational Risk
The leading forum for identifying recent advances and active, authoritative discussions on how to quantify, model and manage operational risk
Latest papers
-
Extreme value theory for operational risk in insurance: a case study
-
Enterprise risk management and firm performance: evidence from Malaysian nonfinancial firms
-
The role of management accounting practices in operational risk management: the case of Palestinian commercial banks
-
Fighting Covid-19 in countries and operational risk in banks: similarities in risk management processes
Journal of Risk Model Validation
Focuses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issues
Latest papers
-
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
-
Evaluation of backtesting techniques on risk models with different horizons
-
Backtesting of a probability of default model in the point-in-time–through-the-cycle context
-
A prudent loss given default estimation for mortgages. II
Journal of Investment Strategies
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial discipline
Latest papers
-
Forecasting volatility and market returns using the CBOE Volatility Index and its options
-
Strong-hand conjecture: agent-based numerical simulation
-
Cryptocurrency versus other financial instruments: how a small market affects a large market
-
Correlation diversified passive portfolio strategy based on permutation of assets
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance
Latest papers
-
Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
-
A block-structured model for banking networks across multiple countries
-
A numerical simulation approach to study systemic risk in banking systems
-
Universalities in the dynamics of cryptocurrencies: stability, scaling and size