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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man…
Allegra Kabamba Mbuyi, Evariste Mabi Mulumba
The objective of this paper is to study the relationship between financial development and economic growth conditional on the institutional environment in the Southern African Development Community (SADC) countries over the period 2000-2020. To achieve this o…
Maram Alwohaibi, Diana Roman, Alina Peluso, 1 1
In Asset and Liability Management (ALM) models, there are parameters whose values are not known with certainty at decision time, such as future asset returns, liability and contribution values. Simulation models generate possible “scenarios” for these paramet…
Ezekiel K. Duramany-Lakkoh, Mohamed Sajor Jalloh, Abubakarr Jalloh
Banking sector development is considered as an essential driver of economic growth. Thus, this study examines the impact of the banking sector on the economic growth of Sierra Leone using indicators like bank liquidity reserve to bank asset ratio, domestic cr…
Olobo Maurice, Gerald Kagambirwe Karyeija, Protazio Sande, Ronald Regan Okello
The study examined the effect of competitive strategies on life insurance uptake in Uganda using Kampala Central Business District as a case study. Specifically, the study examined the extent to which differentiation strategy, cost leadership strategy and dis…
Hervé Ndoume Essingone, Mouhamadou Saliou Diallo
The study of the risk-return relationship of securities is decisive in order to appreciate in particular the attractiveness of a financial market. Using the Asymetric Response Model (ARM), we show that the level of risk taken by investors is insufficiently re…
Yihan Chai, 1 1, Shuren Wang
This paper first summarizes the development basis of Heilongjiang Free Tr ade Zone from the two aspects of optimal strategy and foreign trade, introduces the geographical environment and enterprise situation of Heilongjiang Free Trade Zone, and describes the…
Renlong Miao, Xinzhu Dai
The recent financial crisis revealed that banks, especially these large and complex banks, are opaque to be monitored by regulators. In an ideal world, regulators are hoping all banks to be self-disciplined. That will reduce a lot burdens for regulators. Howe…
Faith Wacuka Ng’ang’a, Meleah Oleche
This paper aims at providing an in-depth analysis of forecasting ability of different GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models and find ing the best GARCH model for VaR estimation for crude oil. Analysis of VaR forecasting perf…
Renlong Miao
Equity margin loan deals are loans to counterparties secured by collateral in the form of equities. Credit exposure arises when the equity collateral falls below the value of loan. During the life of the deal, the counterparty has to give more shares (or cash…
Victor Ebuka Okeke, Clement Nwakoby, Nonso Evaristus Okeke
This study empirically reviewed the implications of excessive internal borrowing and debt management with particular emphasis on Nigeria. The study covered the period from 2000 to 2020. The study examined the concept, growth, and causes of Nigeria’s domestic…
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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
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