Risk Management and Modelling: Current Practices and Applications

A special issue of Computation (ISSN 2079-3197).

Deadline for manuscript submissions: 31 March 2024 | Viewed by 677

Special Issue Editors

Finance Department, Varna University of Economics, 9002 Varna, Bulgaria
Interests: commercial banking; corporate finance; financial management; financial literacy
Special Issues, Collections and Topics in MDPI journals
1. Faculty of Economics, Management and Accountancy, Insurance and Risk Management Department, University of Malta, MSD 2080 Msida, Malta
2. Faculty of Business, Management and Economics, University of Latvia, LV-1050 Riga, Latvia
Interests: financial technologies; financial management and asset management; risk management; compliance and regulations; corporate finance; corporate governance; audit management; financial services; behavioral economics
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Since the Basel Committee on Banking Supervision’s 1999 report, "Risk Management and Modelling: Current Practices and Applications", this concept has remained a topic of significant interest in the field of computation. The global financial crisis, the COVID-19 pandemic, the Russian–Ukrainian war and growing inflationary pressures, among other factors, have provided a new impetus for the development of sophisticated risk modelling techniques. This poses many challenges for analysts, investment bankers, corporate bankers, asset managers, policymakers, insurance firms and the academic community. This Special Issue aims to present the latest theoretical and empirical developments in the field of measuring, monitoring and modelling risk. We are seeking papers that explore various aspects of risk assessment and management models. Topics of interest include, but are not limited to:

  • Portfolio risk modelling;
  • Counterparty and settlement risk;
  • Regulatory oversight of risk models;
  • Sovereign risk;
  • Interest rate risk;
  • Stress testing;
  • Measuring risk: probability of default and LGD;
  • Scoring models;
  • Current developments of structural and reduced-form models;
  • Rating-based models;
  • Use of big data and artificial intelligence (AI) in risk modelling,
  • New regulatory requirements;
  • New standards;
  • Market price volatility.

Dr. Dancho Petrov
Prof. Dr. Simon Grima
Prof. Dr. Inna Romānova
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Computation is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • credit risk
  • loan portfolio
  • default risk
  • probability and distance to default
  • market risk, moral hazard and adverse selection

Published Papers

This special issue is now open for submission.
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