Integrating New Risks into Traditional Risk Management

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 31 October 2024 | Viewed by 273

Special Issue Editors


E-Mail Website
Guest Editor
Department of Economics and Management, University of Florence, Via delle Pandette, 9, 50127 Florence, Italy
Interests: quantitative finance; probability; stochastic volatility models;

E-Mail Website
Guest Editor
Department of Economics and Management, University of Florence, Via delle Pandette, 9, 50127 Florence, Italy
Interests: credit risk, derivatives; risk management; market integration; quantitative finance; mathematical finance; asset pricing; financial mathematics; option pricing; financial modelling; financial engineering; extreme value theory

E-Mail Website
Guest Editor
Department of Economics and Management, University of Florence, 4 - 50121 Florence, Italy
Interests: non-parametric volatilty estimation; stochastic volatility modeling; climate risk management

Special Issue Information

Dear Colleagues,

In recent years, traditional risk management has faced increasing exposure and challenges due to a growing number of shocks and associated risks. Many of these risks are novel and externally generated in relation to the financial system. This unprecedented surge in new risks can be attributed to global events such as the COVID-19 pandemic and the resurgence of inflation. Additionally, new evidence regarding the impact of global climate change on financial markets and real economies adds further complexity to the implementation and testing of effective risk management strategies.

Therefore, nowadays, risk managers are compelled to confront and address an unprecedented array of new risks that must be integrated into existing risk models and assessment methodologies. In this Special Issue, we welcome high-quality research papers that investigate the interaction between emerging risks, such as pandemics, demographic shifts, inflation, and climate change, and more traditional risks, including market, credit, liquidity, volatility, and model risks, among others.

Authors are kindly invited to submit original research focusing on models and methodologies designed to account for and measure the impact of these new sources of risk on existing risk models and risk management strategies.

Prof. Dr. Maria Elvira Mancino
Dr. Federico Maglione
Dr. Giacomo Toscano
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. Risks 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

  • risk management
  • pandemic risk
  • inflation risk
  • climate risk
  • credit risk
  • volatility risk

Published Papers

This special issue is now open for submission.
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