Journal of Risk Finance: Volume 10 Issue 1

Insurance regulation in America – playing out of its league

Michael R. Powers

The purpose of this editorial is to consider the effectiveness of the state‐based insurance regulatory system operating in the USA.

Are bank stocks sensitive to risk management?

Rudra Sensarma, M. Jayadev

This paper attempts to summarize the information contained in bank financial statements on the risk management capabilities of banks and then ascertains the sensitivity of bank…

Risk management practices of Islamic banks of Brunei Darussalam

Abul Hassan

The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk management practices (RMPs) and techniques in dealing with different types…

An evaluation of alternative scoring models in private banking

Hussein A. Abdou

This paper aims to investigate the efficiency and effectiveness of alternative credit‐scoring models for consumer loans in the banking sector. In particular, the focus is upon the…

Weather‐risk hedging by farmers: An empirical study of willingness‐to‐pay in Rajasthan, India

Rajiv Seth, Valeed A. Ansari, Manipadma Datta

Small farmers in developing countries have very little means of managing the weather‐risk to their agricultural produce. Weather derivatives could provide a solution, but the…

Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH

Sathya Swaroop Debasish

The paper aims to study the impact of the introduction of Nifty index futures on the volatility of the Indian spot markets by use of econometric models.

Value‐relevance of foreign‐exchange and interest‐rate derivatives disclosure: The case of Malaysian firms

Rashid Ameer

This paper aims to examine the state of risk management practices among Malaysian listed firms and evaluates the value‐relevance of the notional amount of foreign‐exchange and…

Failure is not an option: perverse incentives

Michael Mainelli