Table of contents
The Cramér‐Rao lower bound on variance: Adam and Eve's “uncertainty principle”
Michael R. PowersThe editorial aims to describe the importance of the Cramér‐Rao lower bound (CRLB) in matters of risk, and consider why this inequality generally receives less attention than it…
Effects of maturity choices on loan‐guarantee portfolios1
Michel Gendron, Van Son Lai, Issouf SoumaréThe purpose of this paper is to analyse the effects of the maturities of credit‐enhanced debt contracts on the value of an insurer's loan‐guarantee portfolios.
Predicting probability of default of Indian corporate bonds: logistic and Z‐score model approaches
Arindam BandyopadhyayThis paper aims at developing an early warning signal model for predicting corporate default in emerging market economy like India. At the same time, it also aims to present…
Foreign‐exchange trading risk management with value at risk: Case analysis of the Moroccan market
Mazin A.M. Al JanabiThe aim of this paper is to fill a gap in the foreign‐exchange trading risk‐management literature and particularly from the perspective of emerging and illiquid markets, such as…
Can the student‐t distribution provide accurate value at risk?
Chu‐Hsiung Lin, Shan‐Shan ShenThis paper aims to investigate how effectively the value at risk (VaR) estimated using the student‐t distribution captures the market risk.
Best execution compliance: new techniques for managing compliance risk
Michael Mainelli, Mark YeandleNew regulatory initiatives, principally MiFID and RegNMS, challenge wholesale financial firms to prove that they can provide best execution for their clients. This article aims to…
Best execution compliance automation: towards an equities compliance workstation
Michael Mainelli, Mark YeandleForthcoming requirements in MiFID and RegNMS mean that buy‐side and sell‐side firms need to find ways of showing regulators that they are sifting through their trading volumes in…
![Cover of Journal of Risk Finance](/insight/proxy/containerImg?link=/resource/publication/issue/4dcf7a6923a36e837854f6988b80d8fb/urn:emeraldgroup.com:asset:id:binary:jrf.cover.jpg)
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza