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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 3 / Number 4 / Autumn 2010

Original

Editorial
pp. 312-317(6)
Author: Bessis, Joel

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Prediction tools: Financial market regulation, politics and psychology
pp. 318-333(16)
Authors: Mousavi, Shabnam; Shefrin, Hersh

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When swans are grey: VaR as an early warning signal
pp. 366-379(14)
Author: Satchkov, Daniel

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A simple method for time scaling value-at-risk: Let the data speak for themselves
pp. 380-391(12)
Authors: Hamidieh, Kamal; Ensor, Katherine Bennett

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Combining non-constant weights with historical simulation VaR
pp. 392-404(13)
Authors: Rebonato, Riccardo; Shanbhogue, Vasant

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Book review
pp. 405-406(2)

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