• 

  Cass-Capco Institute Paper series on risk - Journal Vol. 22

•  Letter from Rob Heyvaert
•  Letter from Shahin Shojai, Editor

PART 1

•   Risk and return in carry trade (Opinion)
  
  Imad A. Moosa Chair in Finance, Department of Accounting and Finance, Monash University
•   Emerging markets is today the best predictor of tomorrow (Opinion)
  
  Anna Zalewska, Professor of Finance, School of Management, University of Bath
•   The Dutch housing market trends, risks, and outlook (Opinion)
  
  M. Ricardo Cunha, Assistant Professor of Finance, Portuguese Catholic University
  Bart M. Lambrecht, Professor of Finance, University of Lancaster
  Grzegorz Pawlina, Lecturer in Finance, University of Lancaster
•   Difficulties in the pricing of risks in a fast-moving financial landscape (a methodological perspective)
  
  Hans J. Blommestein PricewaterhouseCoopers, Professor of Finance, Tilburg University
•   A simple stylized model for CDOs
  
  Raymond Brummelhuis Head, school of Economics, Mathematics and statistics, Bircbeck college, University of London
•   On the lognormality of forward credit default swap spreads
  
  George M. Jabbour, Professor of Finance, George Washington University
  Fatena El-Masri, Senior Risk Analyst, E-trade Financial Corporation
  Stephen D. Young, Senior Vice President, Evergreen Investments
•   The role of correlation in the current credit ratings squeeze
  
  Eva R. Porras, Professor of Finance, Instituto de Empresa
•   Improving equity diversification via industry-wide market segmentation
  
  John M. Mulvey Professor, Operations Research an Financial Engineering Department, Princeton University
  Woo Chang Kim, Ph.D. Candidate, Operations Research and Financial Engeneering Department, Princeton University
•   How portfolio transparency can help manage hedge fund risk
  
  Philip Jorion, Chancerllor's Professor, Professor of Finance, School of Business, University of California at Irvine, and Managing Director, Pacific Alternative Asset Management
•   Do HSA choices interact with retirement savings decisions
  
  Stephen T. Parente, Associate Professor, Department of Financ, Curtis L. Carlson School of Management University of Minnesota
  Roger Feldman, Blue Cross Professon of Health Insurance, Division of Health Policy and Management, School of Public Health, University of Minnesota
•   Longevity risk and stochastic models
  
  Wenyu Bai, Quantitative Analyst, Redington Partners LLP
  Rodrigo Leon-Morales, Investment Consultant, Redington Partners LLP
  Muqiu Liu, Quantitive Analyst, Redington Partners LLP
  Yi Wang, Quantitive Analyst, Redington Partners LLP

PART 2

•   Advanced models for the quantification of operational risk in financial institutions under the loss distribution (Opinion)
  
  Carla Angela, Full Professor of Financial and Actuarial Mathematics, University of Rome - La Sapienza, Faculty of Economics
  Giovanni Masala, Researcher of Financial Mathematics, University of cagliari, Faculty of Economics
  Marco Micocci, Full Professor of Financial an Actuarial Mathematics, University of cagliari, Faculty of Economics
•   Hedge fund operational risk meeting the demand for higher transparency and best practice (Opinion)
  
  Reiko Nahum, Chief Executive Office, Amber Partners
  David Aldrich, Managing Director, The Bank of New York Mellon
•   Benchmarking operational risk (Opinion)
  
  Olivier Nagelmackers, ORM Project Manager, TransConstellation
•   Enterprise risk management an insurance perspective and overview (Opinion)
  
  Joseph Calandro JR. Enterprise Risk Manager, Ace Group, and Faculty of Finance, University of Connecticut
  William Fuessler, Partner, Financial Management Practice IBM Global Business Services
  Rosemarie Sansone, Partner, Financial Management Practice IBM Global Business Services
•   Development of the chinese life insurance industry an efficiency analysis
  
  Bingzheng Chen Professor, Department of Finance, Tsinghua University
  Michael R. Powers Professor Department of Risk, Insurance, and Healthcare Management, Temple University
  Joseph Qiu Department of Risk, Insurance and Healthcare Management, Temple University
•   Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
  
  Martin Neil, Professor of Computer Science and Statistics, Queen Mary, University of London, And Chief Technology Officer, Agena Ltd
  David Marquez, Researcher, Department of Computer Science, Queen Mary, University of London
  Norman Fenton, Professor of Computer Science, Queen Mary, University of London, and CEO, Agena LTD
•   Operational risk, data management, and economic capital
  
  Allan D. Grody, President, financial InterGroup
  Peter J. Hughes, Managing Director, ARC Best Practices
  Robert M. Mark, CEO, Black Diamond Risk
•   Are third-party equity warrants redundant
  
  Michael Aitken, Capital Markets Technologies Chair, University of New Southe Wales
  Frederick H. deB. Harris McKinnon Professor of Economics and Finance, Babcock Graduate School of Management, Wake Forest University
  Thomas H. Mclnish, Wunderlich Chair and Professor of Finance, University of Memphis
  Reuben Segara, Lecturer in Finance, University of Sydney
•   Regulatory risk including unintended outcomes examining the effects of SOX and the trans-Atlantic IPO markets
  
  Duke K. Bristow, Professor, Finance And Business Economics Department, Marshall School of Business, University of Southern California
  Benjamin D. King, Independant financial and legal consultant; guest lecturer, University of California, Los Angeles
•   Risks to reputation A global approach
  
  Sophie Gaultier-Gaillard, Prism-Sorbonne, Universitè Paris 1-Sorbonne
  Jean-Paul Louisot, Professor of Risk Management, Universitè Paris 1, Panthèon Sorbonne, Academic Director, CARM Insitute
•   A framework for integrating reputation risk into the enterprise risk management process
  
  Laureen Regan, Associate Professor, Department of Risk, Insurance, and Healthcare Management, Fox School of Business and Management, Temple University
•   Profitability, balance sheet data, real options and the valuation of equity
  
  Ian Herbert, Lecturer, Business School, Loughborough University
  Yoshikatsu Shinozawa, Lecturer, Business School, Loughborough University
  Marc Tippett, Professor, Business School, Lougborough University