New Issue of <em>Journal of Risk Management in Financial Institutions </em>Available
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
All PRMIA full Sustaining members receive the online version of the Journal as a part of their membership. The Journal is available in the "My Library" area of the PRMIA website. Sustaining members can click here to access the document.
Free, Emerging Market, and Student members of PRMIA can purchase an annual subscription to the online or print version. Members who wish to upgrade to a Sustaining Membership and receive the Journal free-of-charge, along with many other benefits, may do so here. Alternatively to purchase a Journal subscription, please visit the PRMIA website.
Your support of PRMIA allows us to continue to provide you with more local chapter meetings, more networking opportunities and a growing number of online resources, all designed to help you attain a higher standard as a risk professional.
Please send comments to email@example.com.