Forthcoming content

Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues, published both in print and online. A selection of articles and case studies scheduled for Volume 18 include:

• A Feynman Diagrams Approach for credit and climate risk modelling
  Jorge Sobehart, Managing Director, Head of Credit, Climate and Obligor Risk Analytics, Citi
• Transitioning to a low-GHG economy: ESG differentiated pricing as a dynamic transition tool and its calibration
  Bogie Ozdemir, Financial Services Risk Management Senior Executive, Professional Corporate Director, Consultant and Researcher
• New legal risks for banks related to climate change and possible mitigation strategies
  Udo Milkau, Digital Counsellor
• Navigating the storm: How can insurers better prepare for the impact of climate change
  Hala Naseeb, Trainer, Bahrain Institute of Banking and Finance
• The human factor in operational risk management
  Bart Martens, Former Head of Operational Risk Management Policy Framework, Citi
• Risk management, the board and the C-suite: The adaptive art of communication in times of change
  Rosa Cocozza, Professor of Banking and Finance, University of Naples Federico II
• Cyberwashing: The disconnect between cyber security claims and real practices
  Nigel Phair, Professor, Information Technology, Monash University
• AI governance in financial institutions based on the Singapore model
  Nydia Remolina, Assistant Professor of Law, Singapore Management University
• Crypto regulatory arbitrage: How shifting US attitudes may impact financial Institutions’ behaviour
  Mark A. Cianci, Partner, Israel David LLC
• The stress testing of operational risk
  Michael Grimwade, Managing Director, Operational Risk, ICBC Standard Bank Plc
• Model risk management for banks
  Catarina Souza, Head Model Development and Review Division, Bank of England
• Steering central bank profits
  Paul Wessels, Controller of the Market Infrastructure Board & Market Infrastructure, European Central Bank
• China Trade Exposure Index: Using principal component analysis to compare countries’ exposure to the Chinese economy
  Tuuli McCully, Senior Economist, Bank of Finland Institute for Emerging Economies
• A new framework for comparing financial stability risks
  Colin Ellis, Head, Centre for Credit Research, Moody's
• Unveiling market turning points: Analyzing skewness, kurtosis, and hurst exponent in intraday data
  Clemens Kownatzki, Associate Professor of Finance and the Associate Dean of Academic Programs, Pepperdine Graziadio Business School, USA & Jungjun Park, Assistant Professor of Economics, St. Lawrence University
• Risk transfer for MDBs:Transferring risk to lend more
  William Perraudin, Managing Director of Risk Control Limited, Federico Galizia, Vice President, Risk and Finance, International Finance Corporation, Andrew Powell, Distinguished Visiting Professor, Williams College and Non-Resident Fellow, Center for Global Development & Timothy Turner, Senior Advisor, Trade and Development Bank, Kenya
• Measuring the magnitude of differences across multilateral lending institutions credit quality: From ordinal rank ordered scales to ratio level measurements
  Jonas de Oliveira Campino, Lead Strategic Risk Management Specialist, Office of Risk Management, Inter-American Development Bank & Francisco Javier Vidal Pérez, Treasury & Risk Senior Specialist, Inter-American Development Bank
• Dora and private banking
  Peter Rutherford, Group Chief Information Security Officer, Infront Financial Technology BV