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| 001 | 1743-4637 | ||
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| 022 | _a1743-4637 | ||
| 024 | 7 |
_a10.1057/41283.1743-4637 _2doi |
|
| 210 | 1 | 0 | _aRisk Manag |
| 245 | 1 | 0 |
_aRisk Management _h[electronic resource] / _cedited by Igor Lončarski, Jonathan A. Batten. |
| 264 | 1 |
_aLondon : _bPalgrave Macmillan UK : _bImprint: Palgrave Macmillan. |
|
| 300 | _bonline resource. | ||
| 520 | _aRisk Management publishes original quantitative research on the measurement, modeling, and governance of financial risk. The journal’s scope is firmly anchored in financial risk management. All submissions must engage with financial risk as the central object of inquiry rather than as a peripheral or incidental element. Core topics. The journal covers the full spectrum of financial risk, including market risk, credit risk, liquidity risk, counterparty risk, insurance and actuarial risk, and operational risk within financial institutions. Research on risk measurement methodologies, portfolio risk management, hedging strategies, risk pricing, and the design and evaluation of risk governance frameworks falls within scope. Emerging and priority areas. The journal actively encourages submissions on topics at the frontier of financial risk research, including but not limited to: climate and environmental transition risk as it affects financial institutions, portfolios, or asset prices; systemic risk, financial contagion, and macroprudential policy; AI and machine learning risk in financial decision-making, including model validation and interpretability, algorithmic and automated trading risk, AI-induced correlated behavior in financial markets, and the governance of AI systems in financial institutions; model risk and the robustness of quantitative risk models; risk implications of digital finance and fintech; and ESG-related financial exposures and their risk management implications. Contributions in these areas must be grounded in financial risk analysis and employ appropriate quantitative methods. Institutional coverage. The journal publishes research relevant to banks, insurance companies, asset managers, pension funds, sovereign and supranational institutions, and non-financial corporations where the focus is on financial risk exposure, hedging, valuation under uncertainty, or risk governance. Research on regulatory frameworks is welcome when it involves quantitative analysis of regulatory impact on risk-taking, risk measurement, or financial stability. Methodological expectations. All submissions are expected to employ rigorous quantitative analysis. This includes, but is not limited to, econometric and statistical modeling, mathematical and computational methods, simulation-based approaches, and formal theoretical models. Purely descriptive, qualitative, or conceptual contributions fall outside the journal’s scope. Paper types. The journal publishes original research articles. Substantive review papers that offer critical synthesis of a research area, identify open methodological or empirical questions, and outline directions for future research may be considered, typically by editorial invitation or with prior approval from the editors. Bibliometric mapping exercises and mechanical literature surveys do not constitute review papers for the purposes of this journal. | ||
| 650 | 0 | _aFinance. | |
| 650 | 0 | _aFinancial risk management. | |
| 650 | 1 | 4 | _aFinancial Economics. |
| 650 | 2 | 4 | _aRisk Management. |
| 700 | 1 |
_aLončarski, Igor. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
| 700 | 1 |
_aBatten, Jonathan A. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 776 | 0 | 8 |
_iPrinted version: _x1460-3799 |
| 856 | 4 | 0 |
_uhttps://doi.org/10.1057/41283.1743-4637 _zHybrid |
| 999 |
_c1210 _d1210 |
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