Quantitative Risk Resources
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 twenty-first year, the Risk Journals portfolio serves, 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.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
Journal of Energy Markets
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricity
Latest papers
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Managing supply chain risk through take-or-pay gas contracts in the presence of buyers’ storage facilities
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Blockchain: transparency for energy markets in Chile (Prologue)
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Decentralized bottom-up energy trading using Ethereum as a platform
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Community energy retail tariffs in Singapore: opportunities for peer-to-peer and time-of-use versus vertically integrated tariffs
Journal of Financial Market Infrastructures
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sector
Latest papers
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Funding and credit risk with locally elliptical portfolio processes: an application to central counterparties
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Proof-of-work blockchains and settlement finality: a functional interpretation
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Central counterparty anti-procyclicality tools: a closer assessment
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Procyclicality and risk-based access: valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
Latest papers
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Nonparametric versus parametric expected shortfall
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The efficiency of the Anderson–Darling test with a limited sample size: an application to backtesting counterparty credit risk internal models
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Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
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Estimating maturity profiles of nonmaturing deposits
Journal of Credit Risk
Focuses on the measurement and management of credit risk, and the valuation and hedging of credit products in order to promote a greater understanding in credit risk theory
Journal of Operational Risk
The leading forum for identifying recent advances and active, authoritative discussions on how to quantify, model and manage operational risk
Latest papers
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On the selection of loss severity distributions to model operational risk
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The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks
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Quantification of operational risk: statistical insights on coherent risk measures
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The operational risk disclosure practices of banks: evidence from India and Romania
Journal of Risk Model Validation
Focuses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issues
Latest papers
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An advanced hybrid classification technique for credit risk evaluation
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International Financial Reporting Standard 9 expected credit loss estimation: advanced models for estimating portfolio loss and weighting scenario losses
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Risk data validation under BCBS 239
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Model risk tiering: an exploration of industry practices and principles
Journal of Investment Strategies
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial discipline
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance