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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 2 / Number 4 / Autumn, 2009

Original

Ergodic failure: The key vulnerability in derivatives modelling
pp. 336-339(4)
Author: Editorial Board Member

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Finance is directly related to the environment
pp. 340-342(3)
Author: Gregory, Odette

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Measuring the risk of institutional change in European financial markets
pp. 343-352(10)
Authors: Jiang, Wenjiang; Wu, Zhenyu

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An alternative methodology for estimating credit quality transition matrices
pp. 353-364(12)
Authors: Gómez-González, José E.; Acevedo, Paola Morales; García, Fernando Pineda; Gómez, Nancy Zamudio

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A stochastic processes toolkit for risk management: Geometric Brownian motion, jumps, GARCH and variance gamma models
pp. 365-393(29)
Authors: Brigo, Damiano; Dalessandro, Antonio; Neugebauer, Matthias; Triki, Fares

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From risk management to ERM
pp. 394-408(15)
Author: Rochette, Michel

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Managing structured bonds: An analysis using RAROC and EVA
pp. 409-426(18)
Authors: Cocozza, Rosa; Orlando, Albina

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Minimising operational risk in portfolio allocation decisions
pp. 438-450(13)
Authors: Fernandes, José Luiz Barros; Ornelas, José Renato Haas

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Book Reviews
pp. 451-453(3)

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