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 Welcome to www.thejournalofrisk.com |
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Welcome to The Journal of Risk website. The Journal has now enjoyed 10 successful years as a leader in the market and continues to build upon this solid foundation.
Since the recent expansion of the Journals program The Journal of Risk has become more focused on market-based topics. The Journal publishes high quality theoretical and empirical studies in financial risk management. Its distinctive focus is original, rigorous research with practical applications in mind.
We would also like to thank the authors, who have submitted their papers to the journal over the years, breaking new ground and leading thought. Additionally, we would like to thank our readers and subscribers for all their support and valued input.
Through the website, www.thejournalofrisk.com, you can access the full Journal of Risk archive and enjoy the option to view individual papers on our secure Pay-Per-View system. You can also use the site to submit papers for review, subscribe, renew your subscription or order back issues, plus much more.
Subscribers receive 4 hard-copy issues plus on-line access to our full archive library of research papers click here to subscribe. If you have any questions or comments about The Journal of Risk or the website please contact us click here. |
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Letter from the Editor-In-Chief
The current economic crisis has clearly highlighted the paramount importance of
capital requirements for financial institutions to help them cover the risks they take.
The aggregation of different risk types into a single figure is quite challenging
and lacks a universal standard. Assessing the dependence between different risk
types is at the core of their aggregation. In the first paper of this issue, Böcker and
Hillebrand propose an approach that combines a classical factor model for credit
risk with a linear factor model with another risk type, such as market risk, to derive
a correlation-based aggregate risk value, with numerical and analytical illustrations
on sample portfolios. |
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www.thejournalofrisk.com |
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The Risk Books and Journals group on  is where editors, authors and readers can launch discussions about published and forthcoming books.
Click here to read these discussions and become part of the Risk Books and Journals group. |
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