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Journal of Risk Management in Financial Institutions / Henry Stewart Publications

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
5
Impact Factor (IF)
0.1
5 Years IF
0.23
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2007 0 0.44 0 0 12 12 1 0 0 0 0 0 0.2
2008 0 0.47 0 0 40 52 7 0 12 12 0 0 0.22
2009 0 0.46 0 0 30 82 9 0 52 52 0 0 0.23
2010 0 0.46 0 0 45 127 15 0 70 82 0 0 0.2
2011 0 0.51 0 0 29 156 2 0 75 127 0 0 0.24
2012 0.01 0.5 0.01 0.01 32 188 5 1 1 74 1 156 1 0 0 0.21
2013 0 0.54 0.01 0.01 47 235 13 3 4 61 176 2 0 1 0.02 0.24
2014 0 0.53 0 0 35 270 9 4 79 183 0 0 0.22
2015 0.01 0.53 0.01 0.02 35 305 11 4 8 82 1 188 3 0 0 0.22
2016 0 0.5 0 0 35 340 21 8 70 178 0 0 0.2
2017 0 0.52 0 0 34 374 14 8 70 184 0 0 0.21
2018 0.06 0.53 0.03 0.02 38 412 12 14 22 69 4 186 4 0 0 0.22
2019 0 0.54 0.01 0.01 33 445 20 5 27 72 177 2 0 0 0.21
2020 0.03 0.64 0.01 0.02 32 477 17 7 34 71 2 175 3 0 0 0.3
2021 0 0.74 0.01 0.02 35 512 25 5 39 65 172 3 2 40 0 0.27
2022 0.06 0.74 0.03 0.04 23 535 7 18 57 67 4 172 7 0 0 0.22
2023 0.12 0.7 0.1 0.13 44 579 5 58 115 58 7 161 21 0 0 0.2
2024 0.1 0.82 0.11 0.23 32 611 0 69 184 67 7 167 38 0 0 0.24
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12010The impact of bank mergers on liquidity creation. (2010). Query, Tim ; Park, Jin ; Pana, Elisabeta. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2010:v:4:i:1:p:74-96.

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8
22021Assessing the impact of hurricane frequency and intensity on mortgage delinquency. (2021). Rossi, Clifford V. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:4:p:426-442.

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7
32015The end of the waterfall: Default resources of central counterparties. (2015). Cont, Rama. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2015:v:8:i:4:p:365-389.

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6
42017Forecasting initial margin requirements: A model evaluation. (2017). Lichters, Roland ; Caspers, Peter ; Giltinan, Paul ; Nowaczyk, Nikolai. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:4:p:365-394.

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6
52009From risk management to ERM. (2009). Rochette, Michel. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2009:v:2:i:4:p:394-408.

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6
62019Interconnectedness and financial stability. (2019). Martinez-Jaramillo, Serafin ; Kenett, Dror Y ; Carmona, Christian U. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:2:p:168-183.

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5
72016Does risk culture matter? The relationship between risk culture indicators and stress test results. (2016). Fritz-Morgenthal, Sebastian ; Packham, Natalie ; Hellmuth, Julia. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:1:p:71-84.

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5
82017Credit risk term-structures for lifetime impairment forecasting: A practical guide. (2017). Skoglund, Jimmy. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:2:p:177-195.

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5
92020A paradigm shift in the board room: Incorporating sustainability into corporate governance and strategic decision-making using big data and artificial intelligence. (2020). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:4:p:290-294.

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4
102019Artificial intelligence credit risk prediction: An empirical study of analytical artificial intelligence tools for credit risk prediction in a digital era. (2019). van Raaij, Willem Frederik ; van Thiel, Diederick. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:268-286.

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4
112019How disruptive are FinTech and digital for banks and regulators?. (2019). Nuyens, Hedwige. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:217-222.

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4
122016Risk governance of financial institutions: The growing importance of risk appetite and culture. (2016). Gontarek, Walter. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:2:p:120-129.

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4
132010Implied asset correlation in retail loan portfolios. (2010). Botha, Marius ; van Vuuren, Gary. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2010:v:3:i:2:p:156-173.

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4
142019Why sustainability? Because risk evolves and risk management should too. (2019). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:206-216.

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4
152017Capturing initial margin in counterparty risk calculations. (2017). Wilkens, Sascha ; Moran, Lee. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:2:p:118-129.

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3
162010Risk governance at large banks: Have any lessons been learned?. (2010). Plath, Christian ; Mongiardino, Alessandra. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2010:v:3:i:2:p:116-123.

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3
172013Stress tests to promote financial stability: Assessing progress and looking to the future. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Cetina, Jill ; Feldberg, Greg. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2013:v:7:i:1:p:16-25.

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3
182008Chief risk officers at crunch time: Compliance champions or business partners?. (2008). Mikes, Anette. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2008:v:2:i:1:p:7-25.

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3
192018A 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. (2018). Gejke, Cecilia. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:2:p:148-155.

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3
202021Operational resilience as a new concept and extension of operational risk management. (2021). Milkau, Udo. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:4:p:408-425.

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3
212016Risk Accounting - Part 1: The risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance. (2016). Hughes, Peter J ; Grody, Allan D. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:2:p:130-146.

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3
222020Uncovering hidden signals for sustainable investing using Big Data: Artificial intelligence, machine learning and natural language processing. (2020). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:2:p:106-113.

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3
232020Effectively managing risks in an ESG portfolio. (2020). Bertolotti, Andre. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:3:p:202-211.

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3
242013Bayesian estimation of probabilities of default for low default portfolios. (2013). Tasche, Dirk. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2013:v:6:i:3:p:302-326.

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3
252021Is ESG investing contributing to transitioning to a sustainable economy or to the greatest misallocations of capital and a missed opportunity?. (2021). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:15:i:1:p:6-12.

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3
262016Stress testing convergence. (2016). Schuermann, Til ; Duane, Michael ; Gallardo, German Gutierrez. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:1:p:32-45.

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3
272019Machine learning in risk measurement: Gaussian process regression for value-at-risk and expected shortfall. (2019). Wilkens, Sascha. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:4:p:374-383.

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3
282016Risk accounting - part 2: The risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance. (2016). Hughes, Peter J ; Grody, Allan D. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:3:p:224-248.

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3
292011Market impact measurement of a VWAP trading algorithm. (2011). Rachev, Svetlozar ; Fraenkle, Jan ; Scherrer, Christian. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2011:v:4:i:3:p:254-274.

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2
302008Monitoring the operational risk environment effectively. (2008). Breden, David. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2008:v:1:i:2:p:156-164.

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2
312018The validation of machine-learning models for the stress testing of credit risk. (2018). Jacobs, JR. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:3:p:218-243.

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2
322023Pricing of climate transition risks across different financial markets. (2023). Broeders, Dirk ; Verhoeven, Niek ; Tiems, Isabelle ; Schouten, Bernd. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2023:v:16:i:2:p:102-115.

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2
332012Quantification of central counterparty risk. (2012). Arnsdorf, Matthias. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2012:v:5:i:3:p:273-287.

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2
342016Low RWA but high GNPA? Risk performance of some Indian banks under Basel II-SA. (2016). Roy, Anjan. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:1:p:85-98.

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2
352021Climate change uncertainty and central bank risk management. (2021). Broeders, Dirk ; Schlooz, Marleen. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:2:p:121-130.

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2
362007Analytic models of the receiver operating characteristic curve: Applications to credit rating model validation. (2007). Xia, Wei ; Satchell, Steve. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2007:v:1:i:1:p:90-106.

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2
372014`Homo heuristicus` in the financial world: From risk management to managing uncertainty. (2014). Neth, Hansjorg ; Gigerenzer, Gerd ; Meder, Bjorn ; Kothiyal, Amit. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2014:v:7:i:2:p:134-144.

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2
382016Strategic risk management: The failure of HBOS and its regulators. (2016). McConnell, Patrick J. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:2:p:147-162.

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2
392020On the definition of risk. (2020). Lemos, Filipe. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:3:p:266-278.

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2
402021Eliminating the negative impacts of the Basel IV output floor by adjusting a bank’s business model. (2021). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:3:p:256-267.

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2
412020CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I). (2020). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:2:p:114-125.

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2
422016Expected loss provisioning under upcoming IFRS 9 Impairment Standards: A new source of P&L volatility — can we tame it?. (2016). Reitgruber, Wolfgang. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:4:p:332-343.

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2
432018The UK Banking Standards Board: An outcome-based approach to assessing organisational culture. (2018). Cottrell, Alison. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:1:p:47-56.

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2
442009A stochastic processes toolkit for risk management: Geometric Brownian motion, jumps, GARCH and variance gamma models. (2009). Brigo, Damiano ; Neugebauer, Matthias ; Triki, Fares ; Dalessandro, Antonio. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2009:v:2:i:4:p:365-393.

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2
452015Bank capital for operational risk: A tale of fragility and instability. (2015). Schuermann, Til ; Ames, Mark ; Scott, Hal S. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2015:v:8:i:3:p:227-243.

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2
462012The new model of governance and risk management for financial institutions. (2012). Lindo, Steve ; Narvaez, Kristina ; Bugalla, John ; Kallman, James. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2012:v:5:i:2:p:181-193.

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2
472020CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part II). (2020). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:3:p:224-241.

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2
482017Stress testing: Where next?. (2017). Paisley, JO. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:3:p:224-237.

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2
492021How should risk professionals think about the rise in corporate indebtedness?. (2021). Ellis, Colin. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:2:p:161-172.

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2
502014The Butterfly Defect: Why globalization creates systemic risks and what to do about it. (2014). Goldin, Ian. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2014:v:7:i:4:p:325-327.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Assessing the impact of hurricane frequency and intensity on mortgage delinquency. (2021). Rossi, Clifford V. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:4:p:426-442.

Full description at Econpapers || Download paper

7
22010The impact of bank mergers on liquidity creation. (2010). Query, Tim ; Park, Jin ; Pana, Elisabeta. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2010:v:4:i:1:p:74-96.

Full description at Econpapers || Download paper

6
32016Does risk culture matter? The relationship between risk culture indicators and stress test results. (2016). Fritz-Morgenthal, Sebastian ; Packham, Natalie ; Hellmuth, Julia. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:1:p:71-84.

Full description at Econpapers || Download paper

5
42019Interconnectedness and financial stability. (2019). Martinez-Jaramillo, Serafin ; Kenett, Dror Y ; Carmona, Christian U. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:2:p:168-183.

Full description at Econpapers || Download paper

5
52017Credit risk term-structures for lifetime impairment forecasting: A practical guide. (2017). Skoglund, Jimmy. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:2:p:177-195.

Full description at Econpapers || Download paper

4
62009From risk management to ERM. (2009). Rochette, Michel. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2009:v:2:i:4:p:394-408.

Full description at Econpapers || Download paper

4
72019Why sustainability? Because risk evolves and risk management should too. (2019). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:206-216.

Full description at Econpapers || Download paper

4
82021Operational resilience as a new concept and extension of operational risk management. (2021). Milkau, Udo. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:4:p:408-425.

Full description at Econpapers || Download paper

3
92020Uncovering hidden signals for sustainable investing using Big Data: Artificial intelligence, machine learning and natural language processing. (2020). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:2:p:106-113.

Full description at Econpapers || Download paper

3
102019How disruptive are FinTech and digital for banks and regulators?. (2019). Nuyens, Hedwige. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:217-222.

Full description at Econpapers || Download paper

3
112013Bayesian estimation of probabilities of default for low default portfolios. (2013). Tasche, Dirk. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2013:v:6:i:3:p:302-326.

Full description at Econpapers || Download paper

3
122020A paradigm shift in the board room: Incorporating sustainability into corporate governance and strategic decision-making using big data and artificial intelligence. (2020). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:4:p:290-294.

Full description at Econpapers || Download paper

3
132019Artificial intelligence credit risk prediction: An empirical study of analytical artificial intelligence tools for credit risk prediction in a digital era. (2019). van Raaij, Willem Frederik ; van Thiel, Diederick. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:3:p:268-286.

Full description at Econpapers || Download paper

3
142016Stress testing convergence. (2016). Schuermann, Til ; Duane, Michael ; Gallardo, German Gutierrez. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:1:p:32-45.

Full description at Econpapers || Download paper

3
152021Is ESG investing contributing to transitioning to a sustainable economy or to the greatest misallocations of capital and a missed opportunity?. (2021). Antoncic, Madelyn. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:15:i:1:p:6-12.

Full description at Econpapers || Download paper

3
162015The end of the waterfall: Default resources of central counterparties. (2015). Cont, Rama. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2015:v:8:i:4:p:365-389.

Full description at Econpapers || Download paper

3
172008Chief risk officers at crunch time: Compliance champions or business partners?. (2008). Mikes, Anette. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2008:v:2:i:1:p:7-25.

Full description at Econpapers || Download paper

2
182016Risk governance of financial institutions: The growing importance of risk appetite and culture. (2016). Gontarek, Walter. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:2:p:120-129.

Full description at Econpapers || Download paper

2
192014The Butterfly Defect: Why globalization creates systemic risks and what to do about it. (2014). Goldin, Ian. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2014:v:7:i:4:p:325-327.

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2
202015Managing risk in a creepy world. (2015). Cauwels, Peter ; Sornette, Didier. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2015:v:8:i:1:p:83-108.

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2
212022CRR III implementation: Impact on capital requirements, performance and business models of European banks. (2022). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2022:v:15:i:4:p:338-361.

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2
222023Pricing of climate transition risks across different financial markets. (2023). Broeders, Dirk ; Verhoeven, Niek ; Tiems, Isabelle ; Schouten, Bernd. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2023:v:16:i:2:p:102-115.

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2
232018On the role of ontology-based RegTech for managing risk and compliance reporting in the age of regulation. (2018). Butler, Tom ; Brooks, Robert. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:1:p:19-33.

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2
242021Climate change uncertainty and central bank risk management. (2021). Broeders, Dirk ; Schlooz, Marleen. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:2:p:121-130.

Full description at Econpapers || Download paper

2
252016Risk Accounting - Part 1: The risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance. (2016). Hughes, Peter J ; Grody, Allan D. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:2:p:130-146.

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2
262022Systemic risk analysis and SIFI detection: Mechanisms and measurement. (2022). Riccetti, Luca. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2022:v:15:i:3:p:245-259.

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2
272020CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I). (2020). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:2:p:114-125.

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2
282017Forecasting initial margin requirements: A model evaluation. (2017). Lichters, Roland ; Caspers, Peter ; Giltinan, Paul ; Nowaczyk, Nikolai. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2017:v:10:i:4:p:365-394.

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2
292020Effectively managing risks in an ESG portfolio. (2020). Bertolotti, Andre. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:3:p:202-211.

Full description at Econpapers || Download paper

2
302018The UK Banking Standards Board: An outcome-based approach to assessing organisational culture. (2018). Cottrell, Alison. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:1:p:47-56.

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2
312020CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part II). (2020). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2020:v:13:i:3:p:224-241.

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2
322009Calibrating exposure at default for corporate credit lines. (2009). Lopez, Jose ; Jimenez, Gabriel ; Saurina, Jesus. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2009:v:2:i:2:p:121-129.

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332018The validation of machine-learning models for the stress testing of credit risk. (2018). Jacobs, JR. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:3:p:218-243.

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342011Market impact measurement of a VWAP trading algorithm. (2011). Rachev, Svetlozar ; Fraenkle, Jan ; Scherrer, Christian. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2011:v:4:i:3:p:254-274.

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352021Eliminating the negative impacts of the Basel IV output floor by adjusting a bank’s business model. (2021). Neisen, Martin ; Schulte-Mattler, Hermann. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:3:p:256-267.

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362016Risk accounting - part 2: The risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance. (2016). Hughes, Peter J ; Grody, Allan D. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2016:v:9:i:3:p:224-248.

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372019Machine learning in risk measurement: Gaussian process regression for value-at-risk and expected shortfall. (2019). Wilkens, Sascha. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2019:v:12:i:4:p:374-383.

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382014`Homo heuristicus` in the financial world: From risk management to managing uncertainty. (2014). Neth, Hansjorg ; Gigerenzer, Gerd ; Meder, Bjorn ; Kothiyal, Amit. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2014:v:7:i:2:p:134-144.

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392013Stress tests to promote financial stability: Assessing progress and looking to the future. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Cetina, Jill ; Feldberg, Greg. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2013:v:7:i:1:p:16-25.

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402015Bank capital for operational risk: A tale of fragility and instability. (2015). Schuermann, Til ; Ames, Mark ; Scott, Hal S. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2015:v:8:i:3:p:227-243.

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412021How should risk professionals think about the rise in corporate indebtedness?. (2021). Ellis, Colin. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2021:v:14:i:2:p:161-172.

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422018A 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. (2018). Gejke, Cecilia. In: Journal of Risk Management in Financial Institutions. RePEc:aza:rmfi00:y:2018:v:11:i:2:p:148-155.

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Citing documents used to compute impact factor: 7
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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2024Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari. In: GATR Journals. RePEc:gtr:gatrjs:afr236.

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2024A reduced-form model for lease contract valuation with embedded options. (2024). Yildirim, Yildiray ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Chang, Chuang-Chang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01222-8.

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2024The complex relationship between credit and liquidity risks: a linear and non-linear analysis for the banking sector. (2024). Zaghdoudi, Taha ; Tissaoui, Kais ; Bouslimi, Jihen ; Hakimi, Abdelaziz. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02951-4.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024The Interplay between Digital Technologies, Supply Chain Resilience, Robustness and Sustainable Environmental Performance: Does Supply Chain Complexity Matter?. (2024). Saleh, Saleh Aly ; Shabeeb, Mohamed Ali ; Ahmed, Hesham Ali ; Mohamed, Abdelmoneim Bahyeldin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:6175-:d:1438577.

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2024Creditworthiness Criteria According to the 5Cs Model and Credit Decision: The Moderating Role of Intellectual Capital. (2024). almanaseer, Sufian ; Fattah, Zaher Abdel ; Al-Haraisa, Yazan Emnawer ; Mahmoud, Bader Mustafa ; Aloshaibat, Sulieman Daood ; Almahasneh, Mohammad Abdlwhab. In: International Review of Management and Marketing. RePEc:eco:journ3:2024-06-28.

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