“Journal of Digital and Social Media Marketing provides a unique blend of practitioner and academic expertise to offer the reader an in-depth understanding of digital marketing case studies and authoritative opinion. Each article passes a peer-review prior to publication, by leaders in the industry from around the globe, ensuring the reader gets the best-of-the-best in digital marketing insights.”
Volume 8 (2015)
Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues. The articles published in Volume 8 were:
Volume 8 Number 4 (Autumn 2015)
-
How are the new rules for OTC derivatives working?
John C. Hull, Maple Financial Professor of Derivatives and Risk Management, Joseph L. Rotman School of Management, University of Toronto -
The end of the waterfall: Default resources of central counterparties
Rama Cont, Director, CFM-Imperial Institute of Quantitative Finance, Imperial College London -
Capital for concentrated credit portfolios
Paul Kupiec, resident scholar, the American Enterprise Institute -
Risk modelling: Convergence needed, but some variances are legitimate
Brad Carr, Institute of International Finance -
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Robert A. Jarrow, the Ronald P. and Susan E. Lynch Professor of Investment Management, the Johnson Graduate School of Management, Cornell University, and Donald R. van Deventer, Chairman and CEO of Kamakura Corporation -
Governance as the driver of culture change and risk management
Marcy S. Cohen, Managing Director, General Counsel and Chief Legal Officer, ING Financial Holdings Corporation -
How is risk management contributing to financial stability? The perspective of a European-GSII
Alban de Mailly Nesle, Group Chief Risk Officer, AXA Insurance Company -
CVA wrong way risk multiplier decomposition and efficient CVA curve
Tao Pang, Associate Professor of Mathematics at North Carolina State University, et al - Book review: ‘Contemporary challenges in risk management’ by Torben Juul Andersen
-
Book review ‘Correlation risk modeling and management’ by Gunter Meissner
Both books reviewed by Krzysztof Jajuga, Wroclaw University of Economics
Volume 8 Number 3 (Summer 2015)
-
What can risk managers at financial institutions learn from the systems employed by traders?
Chabi Deochand, IT Audit, Citi -
An examination of the new Basel pProposals: Can Basel 4 work? What can go wrong?
Bogie Ozdemir, Chief Risk Officer and EVP, Canadian Western Bank, Gokul Sudarsana, Sun Life Financial and Michael Giesinger, Barclays Bank -
Lessons learned from stress testing European banks
Piers Haben, Director of Oversight and Benjamin Friedrich, Bank Sector Analyst, Risk Analysis Unit, European Banking Authority -
Control without limits: Why the fundamental review of trading books is good step forward and how it could go further
Cyril Godart, Senior Consultant, QuBits Research -
Bank capital for operational risk: A tale of fragility and instability
Mark Ames, Partner, Oliver Wyman, Til Schuermann, Partner, Oliver Wyman and Hal S. Scott, Professor and Director, Program on International Financial Systems, Harvard Law School -
Time to remove the tax advantage of debt
Francis Breedon, Department of Economics and Finance, Queen Mary, University of London -
Confronting regulatory and financial industry change at the world’s largest asset manager
An Interview with Ben Golub, Senior Managing Director and Chief Risk Officer, BlackRock by Allan Grody, President, Financial InterGroup -
Growth-linked anti-cyclical debt: A solution for Europe’s public debt overhangs
Alberto Gallo, Head, Macro Credit Research, Lee Tyrrell-Hendry, Macro Credit Analyst, Mateja Popovic, Macro Credit Analyst, Tao Pan, Research Analyst, and Ashleigh Grant, Analyst, Macro Credit Research, RBS
Volume 8 Number 2 (Spring 2015)
-
Editorial: The FSB, BCBS and SIFIs and why partnership is required
Allan Grody, President, Financial Intergroup Holdings -
A framework to analyze the sovereign credit risk exposure of financial institutions
Jide Lewis, Chief Economist, Economic Information and Publications Department, Bank of Jamaica -
Challenges for systemic risk assessment in low-income countries
Dimitri Demekas, Senior Economist and Mario Catalán, Senior Economist, Monetary and Capital Markets Department, International Monetary Fund -
Stress testing focused aggregate model risk management
Walter Young, Group VP, Chief Risk Data/Analytics Officer and Chief Liquidity Risk Officer for Risk Management, Yan Shi, VP, Regulatory Affairs and Capital Adequacy and Ran Cao, Regulatory Affairs and Capital Adequacy Group, M&T Bank -
Liquidity effects in banks’ capital allocation decisions
Wenersamy Ramos de Alcantara, Researcher, Central Bank of Brazil -
A volatility-based single parameter LGD model
Hank Yang, Risk Specialist, Office of the Superintendent of Financial Institutions, Canada -
How relevant are the Basel capital reforms for sub-Saharan Africa?
Martin Brownbridge, Economic Advisor to the Governor, Bank of Uganda -
Facing the interest rate challenge: A key risk management issue for insurers
Astrid Frey, Senior Economist and Deputy Head of Economic Research & Consulting, Swiss Reinsurance Company
Volume 8 Number 1 (Winter 2015)
-
Editorial: Accounting for the cost of risk management in a risk capital as commons framework
David Koenig, Chief Executive Officer, The Governance Fund -
Early warning signals and systems for liquidity risk
Terry Benzschawel, Managing Director, Institutional Clients Group, Citigroup -
Exploring the use of Kelly Criterion for Basel Capital Requirement: An optimal and countercyclical approach
Max Wong, Head of VAR Model Testing, Royal Bank of Scotland -
Stress testing of credit portfolios in light- and heavy-tailed models
Michael Kalkbrener, Director, Deutsche Bank and Natalie Packham, Assistant Professor, Quantitative Finance, Frankfurt School of Finance -
Should systemically important financial institutions protect themselves from systemic risk?
Federico Galizia, Head of Risk and Portfolio Management, European Investment Fund -
The Single Supervisory Mechanism: Ready to take over banking supervision in the Euro area?
Thomas Dietz, Professor, Deutsche Bundesbank -
Lessons learned from AQR: Essential elements of the model review process
Mark Beinker, Partner, Yuri Ivanov, Manager, Andreas Mainik, Manager and Irina Ursachi, Senior Consultant, d-fine -
Managing risk in a creepy world
Didier Sornette, Professor, Chair of Entrepreneurial Risk, ETH Zurich and Peter Cauwels, Managing Partner, Vermec and Senior Researcher, Chair of Entrepreneurial Risk, ETH Zurich