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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Optimal electricity distribution pricing under risk and high photovoltaics penetration
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Efficient representation of supply and demand curves on day-ahead electricity markets
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The selection of predictive variables in aggregate hydroelectric generation models
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Neural network middle-term probabilistic forecasting of daily power consumption
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
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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The CTMC–Heston model: calibration and exotic option pricing with SWIFT
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Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
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Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
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Gradient boosting for quantitative finance
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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A general framework for the identification and categorization of risks: an application to the context of financial markets
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Risk measures: a generalization from the univariate to the matrix-variate
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Modeling realized volatility with implied volatility for the EUR/GBP exchange rate
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Optimal foreign exchange hedge tenor with liquidity 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
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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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The economic cost of a fat finger mistake: a comparative case study from Samsung Securities’s ghost stock blunder
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The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
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Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets
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Bank supervision: lessons from the post-2008 banking crisis
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
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance