Journal of Risk Finance: Volume 6 Issue 4

Examining risk reporting in UK public companies

Philip M. Linsley, Philip J. Shrives

This paper examines risk information disclosed by UK public companies within their annual reports. The types of risk information disclosed are analyzed and the authors examine…

Managing foreign exchange risk among Ghanaian firms

Joshua Abor

This paper reports on the foreign exchange risk‐management practices among Ghanaian firms involved in international trade. The study focuses on how Ghanaian firms manage their…

A “square‐root rule” for reinsurance? Evidence from several national markets

Emilio C. Venezian, Krupa S. Viswanathan, Iana B. Jucá

Using a game‐theoretic model of insurance markets, Powers and Shubik in 2001 derived a mathematical expression for the optimal number of reinsurers for a given number of primary…

Estimating the cost of capital: considerations for small business

Ralph Palliam

For publicly traded firms, calculating the cost of capital is predicated typically on information from the financial markets. Small businesses do not have the necessary…

Application of a multi‐criteria model for determining risk premium

Ralph Palliam

For publicly traded firms, calculating the cost of capital is predicated typically on information from the financial markets. Small businesses do not have the necessary…

t‐statistics for weighted means in credit risk modeling

Lisa R. Goldberg, Alec N. Kercheval, Kiseop Lee

The purpose of this paper is to describe a generalization of the familiar two‐sample t‐test for equality of means to the case where the sample values are to be given unequal…

Brave new world: regulatory probes with the power to reshape financial service markets

Chris Gentle

The terror of the "black box"

Michael R. Powers

Anti-anti-money laundering:"feed-back" or "fed-up"?

Michael Mainelli