Call for papers

Risk welcomes the submission of technical articles on topics relevant to our readership. View our submission guidelines.

Risk invites contributors to join the ongoing debate within the quant community on topics particularly relevant in the current market situation. The Cutting Edge section welcomes the submission of technical articles and brief communications investigating:

  • 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

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