A telling scope
The number of technical articles submitted each year to Risk has stabilised at around 90, and a high proportion of them are still about credit derivatives and credit portfolio risk analysis. In fact, in our Cutting Edge pages and behind the scenes we have had several debates on CDO squared and bespoke CDO tranche pricing (which underlie difficulties such as correlation and spread dynamics modelling) as well as interesting discussions on interest rate modelling. Damiano Brigo, the top cited author for this year, has covered both these topics in his research
However, this year the range of the topics in our technical articles was broader than in previous years (which may explain the shorter list of people cited five or more times), with an increased interest in commodities, inflation and retail banking products, among others.
As for the hall of fame of the most cited papers in our magazine ever, there aren't substantial changes at the top of the table. This may illustrate the forward-looking and changeable nature of the financial world, in that the
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