Journal of Risk Finance

Category:

Accounting and Finance

Table Of Contents: Volume 1 Issue 3

Quantifying Event Risk: The Next Convergence

ROBERT CESKE, JOSÉ V. HERNÁNDEZ, LUIS M. SÁNCHEZ

Operational or event risk is not a new phenomenon for financial services companies. However, its measurement, as part of integrated risk management programs, has been the…

Customizing Indemnity Contracts and Indexed Cat Bonds for Natural Hazard Risks

DAVID C. CROSON, HOWARD C. KUNREUTHER

This article examines how reinsurance coupled with new financial instruments can expand coverage to areas exposed to catastrophe losses from natural disasters, and…

Toward a Better Estimation of Wrong‐Way Credit Exposure

CHRISTOPHER C. FINGER

In counterparty credit risk management for swaps, forwards, and other derivative contracts, it is recognized that most common applications of credit exposure measurement…

A Survey of Contingent‐Claims Approaches to Risky Debt Valuation

JEFFREY R. BOHN

This article surveys available research on the contingent‐claims approach to risky debt valuation. The author describes both the structural and reduced form versions of…

Pricing Weather Derivatives

LIXIN ZENG

This article briefly reviews the background of weather derivatives. The primary goal is to develop a pricing scheme that accommodates and reflects their unique…

ISSN:

1526-5943

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open access:

hybrid

Merged from:

Balance Sheet

Editor:

  • Prof Bonnie Buchanan