Print titles from the Risk.net family
Risk is the world’s leading financial risk management publication.
Since its launch in 1987, Risk has grown with the markets. It continues to be the only brand truly dedicated to all aspects of financial risk management and the global derivatives markets, taking complex material and delivering it in an easily digestible format.
Risk continually covers the latest developments in risk management, derivatives pricing and trading, regulation, law and documentation, exchanges, and clearing and settlement.
Asia Risk is the only publication dedicated to the business of financial risk management and the Asia derivatives markets.
Since its launch in 1995, Asia Risk has become the definitive risk management information resource for thousands of finance professionals that either operate or have an active interest in the Asia-Pacific region. Asia Risk features an unrivalled depth of analysis on market developments, together with exclusive interviews with leading market players.
Energy Risk is the only publication to deliver a dedicated view of financial, political and regulatory risk in the world’s oil, gas, electricity, coal, emissions, freight and weather markets.
Coverage spans the complete spectrum of issues facing market professionals – from fundamental, geopolitical and regulatory developments to complex trading issues and best practice in risk management.
The Journal of Risk
This international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest innovations in this field, with particular focus on the measurement, management and analysis of financial risk.
The Journal of Computational Finance
The Journal of Computational Finance is an international peer-reviewed journal dedicated to advancing knowledge in the area of financial mathematics.
The journal is focussed on the measurement, management and analysis of financial risk, and provides detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments.
The Journal of Credit Risk
With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. The Journal of Credit Risk focusses on the measurement and management of credit risk, the valuation and hedging of credit products, and aims to promote a greater understanding in the area of credit risk theory and practice.
The Journal of Operational Risk
The Basel Committee’s 2014 revision of its operational risk capital framework, along with the multi-billion-dollar settlements that financial institutions had to make with financial authorities, has made operational risk the key focus of risk management. The Journal of Operational Risk stimulates active discussions of practical approaches to quantify, model and manage this risk, also discussing current issues in the discipline, and is essential reading for keeping practitioners and academics informed of the latest research in operational risk theory and practice.
The Journal of Energy Markets
Energy markets are one of the fastest growing and most complex sectors. From the basic role that oil has in the global economy, to the essential services that gas and electricity provide, energy is an area of geopolitical concern as well as financial activities. The Journal of Energy Markets serves as a major research outlet for new empirical and model-based work in this sector, and publishes original papers on the evolution and behaviour of electricity, gas, oil, carbon and other energy markets, both wholesale and retail.
The Journal of Financial Market Infrastructures
Today, in the light of the financial crisis, it has become part of the political agenda to strengthen payment, clearing and settlement systems, as well as repositories for data on the trades they process. The Journal of Financial Market Infrastructures is the first journal to focus on this exciting and dynamic sector, and aims to bring together a community of contributors from the constituent sectors to analyse financial market infrastructures to further the development of this emerging field.
The journal provides a balanced representation of academic and practitioner focused papers which are dedicated to analysing operational and regulatory effectiveness and efficiency of payment, clearing, settlement, trade repository systems; and the risks they manage, transmit and create.
The Journal of Investment Strategies
The Journal of Investment Strategies is dedicated to the rigorous treatment of modern investment strategies; going well beyond the “classical” approaches in both its subject instruments and methodologies. In providing a balanced representation of academic, buy-side and sell-side research, the Journal promotes the cross-pollination of ideas amongst researchers and practitioners, achieving a unique nexus of academia and industry on one hand, and theoretical and applied models on the other.
The Journal contains in-depth research papers as well as discussion articles on technical and market subjects, and aims to equip the global investment community with practical and cutting-edge research in order to understand and implement modern investment strategies.
The Journal of Network Theory in Finance
Financial institutions and markets are highly interconnected, but only recently has literature begun to emerge that maps these interconnections and assesses their impact on financial risks and returns. The Journal of Network Theory in Finance is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory in finance and related fields.
The journal brings together research carried out in disparate areas within academia and other research institutions by policymakers and industry practitioners.
The Journal of Risk Model Validation
As monetary institutions rely greatly on economic and financial models for a wide array of applications, model validation has become progressively inventive within the field of risk. The Journal of Risk Model Validation focuses on the implementation and validation of risk models, and aims to provide a greater understanding of key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods. We also publish papers on back-testing.