Quantitative Risk Resources
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 Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance
Latest papers
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Financial statement networks: an application of network theory in audit
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What do central counterparty default funds really cover? A network-based stress test answer
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Harmonic distances, centralities and systemic stability in heterogeneous interbank networks
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Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
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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What kind of payments settle in a real time gross settlement system? The case of Norges Bank’s settlement system (NBO)
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Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world
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Reducing margin procyclicality at central counterparties
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The centrally cleared interest rate derivatives market: how are clients changing the risk perspective?
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Latest papers
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Ensemble models in forecasting financial markets
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Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)
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ε-monotone Fourier methods for optimal stochastic control in finance
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A pairwise local correlation model
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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Range-based volatility forecasting: an extended conditional autoregressive range model
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The implications of value-at-risk and short-selling restrictions for portfolio manager performance
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Second-order risk of alternative risk parity strategies
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Asymmetry herding behavior of real estate investment trusts: evidence from information demand
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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The influence of firm efficiency on agency credit ratings
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Calibration and mapping of credit scores by riding the cumulative accuracy profile
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Are lenders using risk-based pricing in the Italian consumer loan market? The effect of the 2008 crisis
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Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum
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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An alternative approach for the operational risk assessment of a new product
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Operational risk measurement: a loss distribution approach with segmented dependence
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A review of the state of the art in quantifying operational risk
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Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
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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Quantification of model risk in stress testing and scenario analysis
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The utility of Basel III rules on excessive violations of internal risk models
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A comprehensive evaluation of value-at-risk models and a comparison of their performance in emerging markets
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Evaluating the credit exposure of interest rate derivatives under the real-world measure
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
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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Pricing fast-responding electric storage assets in the presence of negative prices and price spikes: a simulation-and-regression approach
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Technical uncertainty in real options with learning
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Dynamic delta option strategies in Nordic electricity markets
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Semianalytical pricing and hedging of fixed and indexed energy swing contracts