Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its seventeenth year, Risk Journals serve broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Only original and innovative papers are published in Risk Journals, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
Journal of Network Theory In Finance
Led by Editor-in-Chief Kimmo Soramaki of Financial Networks Analytics, The Journal of Network Theory in Finance is the first... Read more
Journal of Financial Market Infrastructures
Led by Editor-in-Chief Ron Berndsen of the University of Tilburg and De Nederlandsche Bank, The Journal of Financial Market... Read more...
Journal of Risk
Led by Editor-in-Chief Farid AitSahlia from the University of Florida, The Journal of Risk aims to further develop understan... Read more
Latest papers
- Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
- The impact of model risk on capital reserves: a quantitative analysis
- Better risk and performance estimates with factor-model Monte Carlo
- Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
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Journal of Credit Risk
Led by Editor-in-Chief Ashish Dev from JPMorgan Chase, The Journal of Credit Risk is at the forefront in tackling the many is... Read more
Latest papers
- The robustness of estimators in structural credit loss distributions
- Default predictors in credit scoring: evidence from France’s retail banking institution
- Systematic risk and yield premiums in the bond market
- The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
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Journal of Risk Model Validation
Led by Editor-in-Chief Steve Satchell from Cambridge University and Sydney University, The Journal of Risk Model Validation fo... Read more
Latest papers
- Commodity value-at-risk modeling: comparing RiskMetrics, historic simulation and quantile regression
- Stress testing and modeling of rating migration under the Vasicek model framework: empirical approaches and technical implementation
- Backtesting Solvency II value-at-risk models using a rolling horizon
- Biased benchmarks
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Journal of Investment Strategies
Led by Editor-in-Chief Arthur Berd of General Quantitative LLC, and a highly respected Editorial Board, this international refer... Read more
Journal of Energy Markets
Led by Editor-in-Chief Derek W. Bunn from London Business School, this journal publishes original papers on the evolution... Read more
Latest papers
- Exploring shipping inefficiencies in global liquified natural gas trade patterns
- Are world natural gas markets moving toward integration? Evidence from the Henry Hub and National Balancing Point forward curves
- Price determinants in the German intraday market for electricity: an empirical analysis
- Day-ahead forward premiums in the Texas electricity market
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Journal of Operational Risk
Led by Editor-in-Chief Marcelo Cruz, and a highly respected Editorial Board, this international refereed journal focuses on t... Read more
Latest papers
- Monitoring IT operational risks across US capital markets
- Bayesian operational risk models
- A simple, transparent and rational weighting approach to combining different operational risk data sources
- Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
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Journal of Computational Finance
Led by Editor-in-Chief Cornelis (Kees) Oosterlee from CWI - National Research Center for Mathematics and Computer Scie... Read more
Latest papers
- Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
- A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
- An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
- The damped Crank–Nicolson time-marching scheme for the adaptive solution of the Black–Scholes equation
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