期刊名称：JOURNAL OF OPERATIONAL RISK
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
The Journal of Operational Risk is essential reading to ensure you keep informed of the latest research in your profession. Every issue offers articles on the modeling, measurement and management of operational risk and the promotion of greater understanding in the area of operational risk theory and practice.
- 4 issues a year of the journal, in print, online and/or app
- Unrestricted access to the valuable journal archive going back 8 years
- Quarterly email alerts to inform you when the latest issue of The Journal of Operational Risk is online, days before you receive your hard copy
- Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk magazine)
- Access to the Operational Risk Forum, which gives you an opportunity to talk to your peers on important topics
- Ground-breaking and high-quality original papers on operational risk from the world's leading academics and practitioners
- Exclusive insight on changes within these complex and fast moving markets
Instructions to Authors
Pre-screening
All papers are pre-screened to ensure that only the most significant are sent for review. Please ensure that your manuscript satisfies the following points:
- Clarity: is the English clear and well written? Poorly written English may obscure the meaning of your paper.
- Relevance: is the material appropriate to the scope of the journal to which it is submitted?
- Referencing: has reference been made to the most recent and appropriate work?
- Length: unless previously agreed with the Journals Manager, all submissions must conform to the length policy.
- Format: please submit your paper in PDF format.
What we look for in your submission
Risk Journals publish academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. The advance presented in each paper must be significant enough and of a high enough level of interest to the financial risk management community to merit publication.
Manuscripts and research papers submitted for consideration must be original work that has not previously been submitted for consideration in another journal or any other publication outlet.
General information
Risk Journals does not have a standard template for submissions - we just ask that you ensure your paper is written clearly and follows the below guidelines.
Submitted papers should follow Webster’s New Collegiate Dictionary for spelling and The Chicago Manual of Style for punctuation and other points of style, except for the minor exceptions listed below:
- Citations must be written as (John (1999); Peter (2000) and Paul (2003)) or (John (1993) and Peter (2000))
- Please use spaced en-rules for dashes
- Please write eg, and ie, without any dots and with a comma after
- There should be no punctuation around displayed equations
- No use of serial commas
The front page should include the author’s full name, affiliation and contact email address.
The abstract should be able to stand alone for direct inclusion in abstracting services as a self-contained article. This means no table numbers, figure numbers, references or displayed mathematical expressions should be included.
Only electronic submissions of will be accepted. To submit your paper, please email it to journals@incisivemedia.com.
*NB: if your paper is for a Special Issue please make this clear when submitting your paper.
Length Policy
Abstracts must not exceed 200 words.
Research papers and technical reports should be between 8,000 -10,000 words long.
Forum papers, to be included in The Journal of Operational Risk, The Journal of Investment Strategies or The Journal of Financial Market Infrastructures, should not exceed 8,000 words.
Editorial Board
Editor-in-Chief:
Marcelo Cruz
Associate Editors:
Stephen J. Brown - NYU Stern
Anna Chernobai - Syracuse University
Rodney Coleman - Imperial College
Michel Crouhy - IXIS Corporate Investment Bank
Patrick de Fontnouvelle - Federal Reserve Bank of Boston
Mark Laycock - ML Risk Partners Ltd
Marco Moscadelli - Bank of Italy
Michael Pinedo - New York University
Jeremy Quick - Guernsey Financial Services Commission
Svetlozar Rachev - Stony Brook University
David Rowe - David M. Rowe Risk Advisory
Anthony Saunders - New York University
Sergio Scandizzo - European Investment Bank
Evan Sekeris - Federal Reserve Bank of Richmond
Andrew Sheen - Financial Services Authority
Pavel Shevchenko - CSIRO Mathematics, Informatics and Statistics
Peter Tufano - Harvard Business School
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