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
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The impact of energy costs on industrial performance: identifying price and quantity effects in the aluminum industry using a data envelopment analysis approach
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Blockchain consensus protocols, energy consumption and cryptocurrency prices
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Estimating financial risks from the energy transition: potential impacts from decarbonization in the European power sector
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An empirical analysis of the Brazilian Transmission Service Operators incentive regulation
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
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How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada’s large-value payment system
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Brazil’s BM&F in 1999: a central counterparty near-failure case?
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Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data
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Should the central bank issue e-money?
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Latest papers
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
Latest papers
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Optimal foreign exchange hedge tenor with liquidity risk
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Optimization of systemic risk: reallocation of assets based on bank networks
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A review of the foreign exchange base currency approach under the standardized approach of the Fundamental Review of the Trading Book and issues related to the pegged reporting currency
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Forecasting Bitcoin returns: is there a role for the US–China trade war?
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
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From incurred loss to current expected credit loss: a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
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The effects of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector
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The economics of debt collection, with attention to the issue of salience of collections at the time credit is granted
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Bankcard performance during the Great Recession: a consumer-level analysis
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
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Bank supervision: lessons from the post-2008 banking crisis
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Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
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Critical variables in the implementation of a risk-based internal audit: a theoretical and empirical investigation of Greek companies
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The spillover effect of the Bangladesh Bank cyber heist on banks’ cyber risk disclosures in Bangladesh
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
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Research on listed companies’ credit ratings, considering classification performance and interpretability
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Beyond the contract: client behavior from origination to default as the new set of the loss given default risk drivers
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Bifractal receiver operating characteristic curves: a formula for generating receiver operating characteristic curves in credit-scoring contexts
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A verification model to capture option risk and hedging based on a modified underlying beta
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
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Realized profits on the Stationary Offshore Ocean Economy: an analysis
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What’s so special about time series momentum?
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Strangle to resuscitate: evidence from India
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Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance