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?
Sue Kean

Making the numbers talk: Too much reliance on quantitative measures and too little on qualitative risk analysis
Peter Jeffreys

Modelling correlations in credit portfolio risk
Bernd Rosenow and Rafael Weissbach

The crash sonata in D major
Giorgio Szego

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
Patrick McConnell

Book Review
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.

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