The new issue of the Journal of Risk Management in Financial Institutions, an official journal of PRMIA, has recently been published.
Features of this issue, Volume 3, Issue 1, include:
Responses to the financial crisis
Joel Bessis and Frances Maguire
How has Solvency II been affected by the financial crisis and how will it affect risk management among insurers?
Making the numbers talk: Too much reliance on quantitative measures and too little on qualitative risk analysis
Modelling correlations in credit portfolio risk
Bernd Rosenow and Rafael Weissbach
The crash sonata in D major
Documentation risk in credit default swaps: When is a hedge not a hedge?
Mark Griffiths and Philip Drake
Spanish savings institutions and the role of cuotas participativas in times of crisis
Francisco Escribano and Isabel Pardo
A stochastic processes toolkit for risk management: Mean reverting processes and jumps
Damiano Brigo, Antonio Dalessandro, Matthias Neugebauer and Fares Triki
Prime loss: A case study in operational risk
Equity derivatives: Documenting and understanding equity derivative products
Reviewed by Krzysztof Jajuga
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