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LATEST CHAPTERS AND PAPERS
More cleared repo sponsors join Eurex ahead of cross-margining
End of TLTROs for banks and pension fund search for liquidity management tools drives uptake
All books are authored by leading professionals and academics. With over 100 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Browse through our full book catalogue below. Use the search bar to find specific titles, or filter by industry or market type.
To see a full list of Risk Books, you can click here.
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ESG Investing and Analysis: A Practitioner’s Guide
Edited by Marie Lehmann, Martina Macpherson and Daniel Ung
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its twenty-first year, the Risk Journals portfolio serves, broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Journal of Energy Markets
Latest papers
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Revenue analysis of spot and forward solar energy sales in Texas
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Key indicators for the credit risk evaluation of clients and their changing characteristics
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The impact of greenhouse gas aversion on optimal portfolios
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Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
Journal of Financial Market Infrastructures
Latest papers
Journal of Computational Finance
Latest papers
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Pricing high-dimensional Bermudan options using deep learning and higher-order weak approximation
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Clustering market regimes using the Wasserstein distance
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An iterative copula method for probability density estimation
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A multidimensional transform for pricing American options under stochastic volatility models
Journal of Risk
Latest papers
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Unveiling multiscale dynamics: exploring financial risk spillover and influencing factors among Chinese financial institutions
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Cumulative accuracy profile curves for correlating collateralized debt obligations to systematic factors
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Converting a covariance matrix from local currencies to a common currency
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Forecasting the Volatility Index with a realized measure, volatility components and dynamic jumps
Journal of Credit Risk
Latest papers
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Consumer credit card payment dynamics over the economic cycle
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Credit portfolio modeling and pricing using the Poisson binomial distribution
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Random survival forests and Cox regression in loss given default estimation
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How do credit rating agencies and bond investors react to credit guarantees? Evidence from China’s municipal corporate bond market
Journal of Operational Risk
Latest papers
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Cyber risk assessment model for information assets: a tailored approach for the financial and banking sector
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Artificial intelligence in crisis management: a bibliometric analysis
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A qualitative study of operational resilience in financial institutions
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How is risk culture conceptualized in organizations? The pan-industry risk culture (PIRC) model
Journal of Risk Model Validation
Latest papers
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Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory
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A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting
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Litigation risk assessment: a novel quantitative recency–frequency–monetary model
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Analyzing credit risk model problems through natural language processing-based clustering and machine learning: insights from validation reports
Journal of Investment Strategies
Latest papers
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Unaligned exchange traded funds: risk-adjusted performance and market-timing skills
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Delving into the investment psyche: investigating the determinants influencing individual investors’ decision-making
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Formulations to select assets for constructing sparse index tracking portfolios
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An entropy-based class of moving averages
Journal of Network Theory in Finance
Latest papers
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Large vector autoregressive exogenous factor (VARX) model with network regularization
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Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
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Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
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A block-structured model for banking networks across multiple countries