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
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
Latest papers
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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
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Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
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Measuring latent risk preferences: minimizing measurement biases
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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Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
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Bank risk, bank bailouts and sovereign capacity during a financial crisis: a cross-country analysis
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Calculating capital charges for sector concentration risk
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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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)
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Is operational risk regulation forward looking and sensitive to current risks?
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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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
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Back to backtesting: integrated backtesting for value-at-risk and expected shortfall in practice
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 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