Journal of Risk Management in Financial Institutions

The following papers are just some of those submitted or being prepared to appear in Volume 1:

• Longevity Risk: A new Global Market?
  
• Risk Management and Shareholder Value
  
• Investor Risk Appetite: Measurement, Predictions and Implications
  
• Applying Kernel Estimation to Capital Allocation with VaR and Expected
• Shortfall
  
• Structured Note Backers Vulnerable to the Risk Distortions being created by Liquidity Glut
  
• A quantified Enterprise Risk Management Framework
  
• Part I: RAROC for Capital Allocation: Its Strengths and Weaknesses
  
• Part II: RAROC for Capital Allocations: The Challenges and Lessons
  
• Extreme Risk Management in Investment Management
  
• Risk Measures for Hedge Funds: Active and Dead Funds
  
• Past and Future of Liquidity Risk Management: A Regulatory Perspective
  
• Managing Risk in Private Equity Portfolios
  
• The Relative Operational Efficiency and Inefficiencies of the Largest 25 US Banks
  
• EU legal update: Revised International Capital Framework of Basel II
• US legal update: Interagency Statement on Sound Practices Concerning Elevated Risk