Journal of Risk Finance: Volume 8 Issue 1

Human mortality: written in the stars?

This paper seeks to consider certain characteristics of the human mortality table, and the possibility that mortality rates are governed by an underlying natural law.

Securitization and risk: empirical evidence on US banks

This paper aims to offer a comprehensive comparison of the characteristics between banks that securitize and banks that do not and to provide evidence of the capital arbitrage…

Managing credit risk with info‐gap uncertainty

The paper aims to provide a quantitative methodology for dealing with (true) Knightian uncertainty in the management of credit risk based on information‐gap decision theory.

Mapping corporate drift towards default: Part 1: a market‐based approach

The purpose of this article is to discuss a Black‐Scholes‐Merton (BSM)‐based market approach to quantify the default risk of publicly‐listed individual companies.

Mapping corporate drift towards default: Part 2: a hybrid credit‐scoring model

The purpose of this paper is to develop a hybrid logistic model by using the inputs obtained from BSM equity‐based option model described in the companion paper, “Mapping…

The impact of capital structure on the performance of microfinance institutions

The purpose of this paper is to examine the impact of capital structure on the performance of microfinance institutions.

Value‐at‐risk concept by Swiss private banks

The purpose of this paper is to consider the problem of using the Value‐at‐Risk (VaR) technique and examine its practical implementation by Swiss Private Banks.

Risk‐seekers or rent‐seekers?: Wholesale banking extracts value

The distribution dilemma: Why insurance companies need to change their business models

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