Call for Risk technical papers

  • Impact of short-selling restrictions on equity and credit derivatives modelling, pricing and hedging
  • Impact of central bank liquidity facilities on bank risk and capital management
  • The optimal design of bailout funds, liquidity facilities and collateral requirements by central banks and governments
  • Market risk modelling under the revised IRC computation, as proposed by the Basel Committee
  • Margining and risk management for centralized credit derivative clearing houses

For further information please contact

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here