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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 4 / Number 3 / summer, 2011

Original

Guest Editorial
pp. 212-215(4)
Authors: Brigo, Damiano; D'Ecclesia, Rita L.

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Monetary policy, financial stability and interest rate rules
pp. 229-242(14)
Authors: Di Giorgio, Giorgio; Rotondi, Zeno

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Credit models and the crisis: An overview
pp. 243-253(11)
Authors: Brigo, Damiano; Pallavicini, Andrea; Torresetti, Roberto

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Market impact measurement of a VWAP trading algorithm
pp. 254-274(21)
Authors: Fraenkle, Jan; Rachev, Svetlozar (Zari); Scherrer, Christian

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Modelling longevity risk in practice
pp. 275-285(11)
Authors: Schiller, Frank; Lepschi, Susanne

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Distortion risk measures for hedge funds
pp. 286-300(15)
Authors: Geman, Hélyette; Kharoubi-Rakotomalala, Cécile

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Integration of energy commodity markets in Europe and the USA
pp. 301-313(13)
Authors: Bencivenga, Cristina; Sargenti, Giulia; D'Ecclesia, Rita

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Book review
pp. 314-316(3)
Author: Rebonato, Riccardo

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