Selected papers on The Journal of Credit Risk
Editors-in-chief: Linda Allen (Zicklin School of Business, Baruch College – CUNY) and Nikunj Kapadia (University of Massachusetts)
The conference organizers in collaboration with the editors Linda Allen and Nikunj Kapadia, will invite the authors of selected conference papers to submit their papers to the journal.
Special Issue of The Journal of Credit Risk
Editors-in-chief: Linda Allen (CUNY) and Nikunj Kapadia (University of Massachusetts)
Guest editors: Thorsten Lehnert (University of Luxembourg) and Carlos Ramirez Correa (Federal Reserve Board)
The Journal of Credit Risk will publish a special issue devoted to IRMC2022. Authors of papers accepted to IRMC2022 are invited to submit their manuscripts for consideration for publication to this special issue. No submission fee is required. The submission deadline is October 30, 2022.
Selected Papers on The Quarterly Journal of Finance
The conference organizers, in collaboration with Zvi Wiener, Giampaolo Gabbi and Dan Galai and with the editors of The Quarterly Journal of Finance, will invite the authors of selected conference papers to submit their manuscripts to the journal.
Special Issue of The Journal of Credit Risk
Editors-in-chief: Linda Allen (Zicklin School of Business, Baruch College – CUNY) and Nikunj Kapadia (University of Massachusetts)
The Journal of Credit Risk will publish a special issue devoted to IRMC2021. Authors of papers accepted to IRMC2021 are invited to submit their papers to this special issue. No submission fee is required. The submission deadline is December 15, 2021.
Selected Papers of The Journal of FinTech
Editor-in-chief: Zvi Wiener (Hebrew University of Jerusalem)
To encourage presenters to submit their papers to the Journal of FinTech, submission fee is waived. The submission deadline is November 30, 2021.
Special Issue of The Journal of Credit Risk
Editors-in-chief: Michael Gordy (Federal Reserve Bank) and Linda Allen (Zicklin School of Business, Baruch College – CUNY)
The Journal of Credit Risk will publish a special issue devoted to IRMC2020. Authors of papers accepted to IRMC 2020 are invited to submit their papers to this special issue. No submission fee is required. The submission deadline (to be announced) will be subsequent to the conference.
Publication is forthcoming..
to be published in Vol. 12, No. 1 (March 2022)
Special Issue of The Quarterly Journal of Finance
Editors-in-chief: Jean Helwege (University of California, Riverside) and Fernando Zapatero (Boston University)
Guest editors: Zvi Wiener, Dan Galai (Hebrew University of Jerusalem) and Giampaolo Gabbi (SDA Bocconi)
Menachem Brenner and Yehuda Izhakian: Risk and Ambiguity in Turbulent Times
Jens Hilscher, Sharon Peleg Lazar, Alon Raviv: Designing bankers’ pay: Using contingent capital to reduce risk-shifting incentives
Pietro Vozzella, Giampaolo Gabbi, Camilla Ferretti, Piero Ganugi: Credit Transition and Structural Shocks
Jerome Detemple: Asset Prices and Pandemics: The Effects of Lockdowns
Sophie Döpp, Andre Horovitz and Alexander Szimayer: Modeling non-maturing Demand Deposits: on the Determination of the Threshold of Separation between Volatile and Stable Deposit Volumes
Arka P. Bandyopadhyay: Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program
Special Issue of The Journal of FinTech
Editor-in-chief: Zvi Wiener (Hebrew University of Jerusalem)
Publication is forthcoming..
Special Issue of Journal of Credit Risk
Editors-in-chief: Michael Gordy and Linda Allen
Special Issue of Journal of Financial Management, Markets and Institutions
Editor-in-chief: Santiago Carbo-Valverde
Guest editors: Vincenzo Capizzi (University of Piemonte Orientale) and Francesca Arnaboldi (University of Milan)
Special Issue on Journal of International Financial Management & Accounting
Editors-in-chief: Richard Levich and Sidney Gray
Selected papers on Journal of International Financial Markets, Institutions & Money
Editor-in-chief: Jonathan Batten
Selected papers on Journal of Derivatives
Editor-in-chief: Stephen Figlewski
Special Issue on Journal of Financial Management, Markets and Institutions
Editor-in-chief: Santiago Carbo-Valverde
Co-editor: Paolo Mottura
Guest editors: Giampaolo Gabbi and Oliviero Roggi
Jan De Spiegeleer, Ine Marquet, Wim Schoutens: Data Mining of Contingent Convertible Bonds
Sebastian Schich, Oana Toader: To Be or Not to Be a G-SIB: Does It Matter?
Francesca Erica Di Girolamo, Andrea Pagano, Marco Petracco: Does CRDIV Provide an Efficient Way to Deal with Banks’ Simultaneous Defaults?
Reina Renard: Ambiguity and Interbank Market Participation: Relationship and Transactional Banking
Special Issue on Journal of Credit Risk
Editors-in-chief: Ashish Dev and Michael Gordy
Guest editors: Edward I. Altman and Herbert A. Rijken
Edward I. Altman: A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Cornelius Kurtz, Eva Lutkebohmert, Julian Sester: Calculating capital charges for sector concentration risk
Rafael F. Schiozer, Frederico A. Mourad, Ramon S. Vilarins: Bank risk, bank bailouts and sovereign capacity during a financial crisis: a cross-country analysis
Robert Engle (Nobel Laureate) and Cristiano Zazzara: Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum
Selected papers on Journal of Financial Stability
Editor-in-chief: Iftekhar Hasan
Special Issue on Quarterly Journal of Finance Vol.8, n.4.
Editors: Jean Helwege and Fernando Zapatero
Guest editors: Dan Galai and Zvi Wiener
Stefano Miani, Josanco Floreani, Andrea Paltrinieri: Do Capital Adequacy and Credit Quality Affect Systematic Risk? Investigation of a Sample of European Listed Banks in Light of EBA Stress Tests Bonds
Fabrizio Cipollini, Alessandro Giannozzi, Fiammetta Menchetti, Oliviero Roggi: Financial Companies’ Failures: Early Warning Information from Systematic and Systemic Risk Measures
Yevgeny Mugerman, Joseph Tzur, Arie Jacobi: Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot”
Special Issue of Review of Finance published in 2017, Vol. 21, Issue 1.
Editor: Franklin Allen
Guest editor: Menachem Brenner
Franco Fiordelisi, Ornella Ricci: “Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking
Mikhail V. Oet, Kalle Lyytinen: Does Financial Stability Matter to the Fed in Setting US Monetary Policy?
Egon A. Kalotay, Edward I. Altman: Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses
Special Issue of Financial Markets Institutions and Instruments
Guest editors: Oliviero Roggi, Riccardo De Lisa and Francesca Campolongo
The IRMC 2008-2012 Keynotes Commemorative Book presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie, Menachem Brenner, Aswath Damodaran, Marti Subrahmanyam, William Ziemba and others. The book provides a comprehensive overview of recent emerging standards in risk management from an interdisciplinary perspective. Individual chapters expound on the theme of standards setting in this era of financial crises where new and unseen global risks have emerged. The chapters are organized to allow the reader with a broad perspective of the new emerging standards in macro, systemic and sovereign risk before zooming into the micro perspective of how risk is conceived and treated within a corporation. A section is dedicated to credit risk and to the increased importance of liquidity both in financial systems and at the firm’s level.