Calls for papers

 

International Journal of Risk Assessment and Management

 

Special Issue on: “Measuring and Managing Financial Risk”

Guest Editors:
Mario Cerrato, London Metropolitan University, UK
Stefano Herzel, University of Perugia, Italy

The new Capital Adequacy Framework (Basel II) is due to be implemented in 2007. This new framework specifies guidelines for managing credit, market and operational risk. Basel II compliance is probably one of the major challenges for banks in terms of implementing financial risk models and technological solutions. Indeed, despite the enormous progress of the recent years, there is still room for further development.

The objective of this special issue is to set up a forum to present new ideas and contributions from experts in the field of banking and finance. Researchers are invited to submit original, high quality, papers in the areas of credit, market, operational and model risk.

Subject Coverage
The editors are particularly encouraging theoretical and empirical papers in the following and related areas:

• Market risk
• Time series modelling of equity, interest rates, currency rates
• Asset pricing
• Portfolio management of market risk
• Assessing the model risk
• Credit risk
• Modelling dependent defaults
• Credit Derivatives and their use in financial risk management
• Portfolio management of default risk
• Securitisation
• Operational risk
• Identification and measurement
• Risk quantification
• Risk mitigation

Notes for Prospective Authors


Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere

All papers are refereed through a peer review process. A guide for authors, sample copies and other relevant information for submitting papers are available on the Author Guidelines page


Important Dates


Deadline for Submission:30 April 2007