Journal of Risk Management in Financial Institutions is the essential professional and research journal for all those involved in the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories, as well as service providers, advisers, researchers and academics.
Guided by expert Editors and an eminent Editorial Board, each quarterly 100-page issue does not publish advertising but rather in-depth articles, reviews and applied research by leading professionals and researchers in the field on six key inter-related areas:
- strategic and business risk
- financial risk, including traditional/exotic credit, market and liquidity risks
- operational risk
- regulatory and legal risks
- systemic risk
- sovereign risk
Every issue of Journal of Risk Management in Financial Institutions publishes a wide range of peer-reviewed practice articles, research papers and case studies written by leading risk professionals and academics - including:
- Practice articles - addressing the issues facing practitioners in industry and consultancy
- Case studies - focusing on the real-life challenges and problems faced by risk professionals, how they were approached, and what was learned
- Applied research papers - from leading institutions on all areas of research of interest to risk professionals, and the implications for practice
- Models and theories - practical models and theories which are being used in risk management
- Legal and regulatory updates - providing expert guidance on the major legal, regulatory and compliance issues
- Software reviews – user guides for and experiences with databases, tools and techniques for risk managers
Essential reading for Chief Risk Officers, Chief Operating Officers, Chief Credit Officers, Chief Compliance Officers, as well as other senior risk professionals including departmental heads, EVPs, SVPs, VPs, managing directors, directors and senior managers of:
- Risk management
- Market risk
- Financial risk
- Credit risk
- Operational risk
- Portfolio strategy and management
- Risk modelling
- Liquidity risk
- Stress testing
- Commercial lending
- Compliance and auditing
- Quantitative risk
- Interest rate risk
- Trading risk
- Treasury and finance; as well as
- Risk analysts and economists
- Central bankers and financial regulators
- Risk consultants and service providers
- Academics and researchers
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Inadequate credit risk management is likely to lead a credit institution' bankruptcy. There are many techniques of this risk management some of which aimed at early warning models of depreciation loan portfolio (Credit Risk +, CreditPortfolio View, KMV etc.), while, the other part is to monitor the credit risk to the borrowers. The study undertaken proposed a credit scoring model, applied to legal entities, designed to identify their insolvency risk. The model was built based on the results obtained by 35 commercial companies (belonging to industry and production) listed on the Bucharest Stock Exchange, for a period of 3 years, between 2012-2014. Of these companies, 8 are in the default condition, meaning 23% of the sample size considered. The selected indicators express the debt repayment capacity, the profitability and the liquidity of the analyzed entities. The most relevant indicator used into the model was appreciated to be banking debt recovery term. The tests applied have demonstrated the model' validity (graininess principle, the power of discrimination).
- RODEAN Maria-Daciana
(Lucian Blaga University of Sibiu)
- GRIGOROI Lilia
(ASEM, Chisinau, Republica Moldova)
- MINCULETE Georgiana Daniela
(Lucian Blaga University of Sibiu, Romania)
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