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Journal of Risk Management in Financial Institutions is the essential professional and research journal for all those involved in the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories, as well as service providers, advisers, researchers and academics. Guided by expert Editors and an eminent Editorial Board, each quarterly 100-page issue does not publish advertising but rather in-depth articles, reviews and applied research by leading professionals and researchers in the field on six key inter-related areas: strategic and business risk, financial risk, including traditional/exotic credit, market and liquidity risks, operational risk, regulatory and legal risks, systemic risk, and sovereign risk.

Publisher: Henry Stewart Publications

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Volume 1 / Number 2 / Spring 2008

Original

Making risk transparent
pp. 128-132(5)
Author: Mark, Dr Bob

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An empirical approach to Basel II
pp. 133-145(13)
Author: Whalen, Christopher

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Monitoring the operational risk environment effectively
pp. 156-164(9)
Author: Breden, David

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Measuring financial market liquidity
pp. 181-190(10)
Author: Kerry, Will

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Mutual fund risk-return profiles: A novel use of triangulation
pp. 191-222(32)
Author: Silverman, Henry I.

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