Volume 11 (2018)

Each volume of Journal of Risk Management in Financial Institutions consists of four quarterly 100-page issues, published both in print and online. The articles published in Volume 11 are:

Volume 11 Number 4

  • Editorial: Economic and financial market developments
    Richard Wise, Editorial Board Member
  • Papers: New approaches to model risk governance
    Brian Gregory, VP Market Manager, Non-Financial Risk/GRC, EMEA, Financial Services Office, Wolters Kluwer
  • Why cultures fail: The power and risk of Groupthink
    Yousef A. Valine, EVP, CRO, First Horizon National Corporation
  • Can a globally endorsed business identity code be the answer to risk data aggregation?
    Allan D. Grody, President, Financial InterGroup Advisors
  • Market risk calculation for private equity fund-of-funds
    Jörg Henzler, Professor of Economics and Financial Markets, University of Applied Sciences, Trier and Constantine George, University of Trier
  • An alternative to SMA: Using through the cycle loss data to propose a ‘hourglass’ solution
    Michael Grimwade, Head of Operational Risk, ICBC Standard Bank
  • A pilot project for peer benchmarking of operational risk scenarios
    Laurent Condamin, Managing Partner, MSTAR, Clémentine Marie, Risk Quantification and Modelisation Expert, and Patrick Naim, Founder, CEO, MSTAR

Volume 11 Number 3

  • Editorial
    Gregory Hooper, Member of the Editorial Board, Journal of Risk Management in Financial Institutions
  • Bank capital allocation and performance management under multiple capital constraints
    Pieter Klaassen, Managing Director, Risk Methodology, UBS AG and Idzard van Eeghen
  • Buy-side liquidity risk management best practices
    Timothy P. Corbett, Senior Managing Director and Global Head and Sebastjan Smodis, Vice President and Global Head, State Street Global Advisors Liquidity Risk Management
  • Developing a regulated leadership model: An inquiry into what differentiates successful senior managers and leaders in regulated organisations?
    Gary Storer, Founder, Enterprise Learning Ltd
  • A test of the feasibility of a common risk accounting metric for enterprise risks
    Peter Hughes, Chartered Accountant and Visiting Fellow, Durham University Business School and Julian Williams, Chair in Accounting and Finance, Durham University Business School
  • The validation of machine-learning models for the stress testing of credit risk
    Michael Jacobs, Jr, Senior Vice-President, PNC Bank
  • Stage transfer effect on impairment forecasts
    Jimmy Skoglund, Principal Product Manager, SAS and Wei Chen, Director of Stress Testing Solution, SAS Institute Inc

Volume 11 Number 2

  • Editorial: Compensation risk governance: The growing role of the chief risk officer
    David R. Koenig
  • Rewiring the risk society: How society changes will reshape financial risk management
    Cosimo Pacciani, Chief Risk Officer, European Stability Mechanism
  • How should banks manage the strategic risks associated with new regulations and new sources of competition?
    Adrian Docherty, Managing Director and Head of Bank Advisory at BNP Paribas
  • Cyber risk from a chief risk officer perspective
    Jaco Grobler, Chief Risk Officer, FirstRand Group
  • A regulatory stress test to-do list: Transparency and accuracy
    Paul H. Kupiec, Resident Scholar, The American Enterprise Institute
  • A new season in the risk landscape: Connecting the advancement in technology with changes in customer behaviour to enhance the way risk is measured and managed
    Cecilia Gejke
  • A foundational approach to credit migration for stress testing and expected credit loss estimation
    Jorge R. Sobehart, Managing Director and Xiaoming Sun, Senior Vice President, Credit and Obligor Risk Analytics, Quantitative Risk and Stress Testing (QRS), Citi
  • NPLs resolution regimes: Challenges for regulatory authorities
    Faidon Kalfaoglou, Senior Economist, Economic Analysis and Research Department, Bank of Greece

Volume 11 Number 1

  • Editorial: Bitcoin and other cryptocurrencies: Tulip Mania or the next Amazon?
    Madelyn Antoncic, Editorial Board member, Journal of Risk Management in Financial Institutions
  • Why is managing conduct risk critical for a firm’s board?
    Rajat Baijal, Head of Enterprise Risk, Cantor Fitzgerald
  • On the role of ontology-based RegTech for managing risk and compliance reporting in the age of regulation
    Tom Butler, Professor and Principal Investigator of the Governance, Risk and Compliance (GRC) Technology Centre, University College Cork and Robert Brooks, Thought Leader in Integrated Risk Management, Deloitte LLP
  • Rebuilding financial industry infrastructure
    Allan D. Grody, President, Financial InterGroup Advisors
  • The UK Banking Standards Board: An outcome-based approach to assessing organisational culture
    Alison Cottrell, CEO, Banking Standards Board
  • Why the euro crisis is far from over
    Colin Ellis, Visiting Research Fellow, University of Birmingham and Managing Director, Moody’s Investors Service
  • Visualisation of model risk propagation
    James Barrett, AIG
  • Evolution of risk management from risk compliance to strategic risk management: From Basel I to Basel II, III and IFRS 9
    Bogie Ozdemir, Chief Risk Officer and Executive Vice President, Canadian Western Bank
  • Book Reviews
    Financial Decisions and Markets. A Course in Asset Pricing
    Krzysztof Jajuga, Wroclaw University of Economics
  • China’s Financial Markets. Issues and Opportunities
    Krzysztof Jajuga, Wroclaw University of Economics