To evaluate a bank’s resilience to financial stress, authorities often rely on private information from a peer institution, or counterparty. This reliance can be perilous, especially when assessing bailout options. Within a global games approach to bank runs, we study communication about a systemically important bank’s financial status between an informed counterparty of said bank and an uninformed authority. This communication is costless, non-binding, and unverifiable – and yet pivotal for the authority’s decision to bailout the bank. When information about the counterparty’s own liquidity needs is private, the counterparty may exaggerate the systemically important bank’s true need for support, but it may also withhold adverse information entirely. We show that the authority’s risks in assessing bailout options is (1) shaped by the strategic behavior of the informed counterparty, (2) dependent on knowledge of the counterparty’s own financial position, and (3) not necessarily continuous.
Impact Factor: 0.9
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Statistics & Risk Modeling
with Applications in Finance and Insurance
-
Editor-in-Chief:
Thorsten Schmidt
Sprache:
Englisch
Erstveröffentlichung:
20. Juni 1982
Erscheinungsweise:
4 Hefte pro Jahr
Über diese Zeitschrift
Objective
Statistics & Risk Modeling (STRM) aims to cover modern methods in statistics and probabilistic modeling, with a strong emphasis on machine learning, particularly statistical learning. The journal focuses on applications in finance, insurance, and related fields, addressing key aspects of modeling and risk management.
STRM welcomes contributions that explore the uncertainty, risk, and regulation associated with artificial intelligence, as well as stochastic processes and other relevant statistical methods. We are particularly interested in papers that delve into the mathematical foundations of AI, its applications in statistical modeling, and its role in enhancing risk management strategies. While having a high quality reviewing process we promise fast reports, whenever possible.
Topics
- Statistical analysis for models in finance and insurance
- Risk modeling, in particular credit, market, operational and systemic risk
- Foundations and Applications of Machine Learni ng and Statistical Learning
- Risk management
- Estimations of risks and risk measures
- Nonparametric statistical inference
- Statistics of stochastic processes
- Stochastic methods in finance and insurance
- Uncertainty, Knightian uncertainty, and decision making under uncertainty
Computational Methods in Statistics and Risk Assessment
Article formats
Original research articles
Ihre Vorteile
Your benefits:
- New results in Machine Learning, statistics and probabilistic methods
- State-of-the-art methodological innovations
- Theoretical and applicative approach
- High quality peer-review
current average time to first decision: 60 days
current acceptability rate: 9,1 %
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3. Dezember 2025
| Journal Impact Factor | 0.9 | 2024, Journal Citation Reports (Clarivate, 2025) |
| 5-year Journal Impact Factor | 1.2 | 2024, Journal Citation Reports (Clarivate, 2025) |
| Journal Citation Indicator | 0.71 | 2024, Journal Citation Reports (Clarivate, 2025) |
| CiteScore | 2.8 | 2024, Scopus (Elsevier B.V., 2025) |
| SCImago Journal Rank | 0.411 | 2024, SJR (Scimago Lab, 2025; Data Source: Scopus) |
| Source Normalized Impact per Paper | 1.345 | 2024, CWTS Journal Indicators (CWTS B.V., 2025; Data Source: Scopus) |
| Mathematical Citation Quotient | 0.25 |
Submission
You can easily submit your manuscript online. Simply go to http://www.editorialmanager.com/statdec and you will be guided through the whole peer-reviewing and publishing process.
- Rapid online publication ahead-of-print with short turnaround times
- High impact
- High quality peer-review
- Easy-to-use online submission system
- Free publication of color figures both in online and print editions and no page charges
- Optional open access publication
- Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
- Convenient citation tracking via e-mail alert
- Secure archiving by De Gruyter and the independent archiving service Portico
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Professional sales and marketing activities
- Check that your topic fits the scope of the journal
- Please prepare the manuscript with TEX or a LaTeX Package
- Submit your paper via our submission management tool
- The editorial office will forward your manuscript for peer-review
- You will be guided through every step of peer review process
- You will be informed by e-mail if your manuscript has been accepted or rejected or if it requires further attention
- If and when an article is accepted for publication, the author(s) agree(s) to grant an exclusive and unlimited right reproduce and distribute the article in any form anywhere in the world
- When manuscripts are accepted subject to revision, the revised manuscript should be returned within approx. 60 days
- Once your article is accepted you have the option to publish it open access
- Publication online and in print (2 weeks from acceptance to publication)
- Before submitting your article please have a look at our Ethical Guidelines and our Copyright Transfer Agreement
- Manuscripts must be written in clear and concise English
- Once your article is accepted you have the option to publish it open access
- If you have any general questions please visit our FAQ page for authors
We look forward to receiving your manuscript!
Hybrid Open Access
Please note that authors from institutions with which we have a transformative agreement can publish open access without paying an article processing charge (APC). More information on the eligible institutions and articles can be found under the "Funding and Support" tab here.
Editor in Chief
Thorsten Schmidt, Germany
Co-Editors
Francesca Biagini, Germany
Tomasz Bielecki, USA
Rama Cont, UK
Georg Pflug, Austria
Advisory Board
Paul Embrechts, Switzerland
Walter Schachermayer, Austria
Albert Shiryaev, Russia
Helmut Strasser, Austria
Associate Editors
Nicole Bäuerle, Germany
Riccardo Brignone, Italy
Igor Cialenco, USA
Touloupe Fadina, USA
Lukas Gonon, UK
Roxana Halbleib, Germany
Wolfgang Härdle, Germany
Johanna Neslehova, Canada
Giulia di Nunno, Italy
Ludger Overbeck, Germany
Markus Pauly, Germany
Marcin Pitera, Poland
Zari Rachev, USA
Mathieu Rosenbaum, France
Gerhard Stahl, Germany
Peter Tankov, France
Journal Coordinator
Birgit Zoglmeier
STRM.Editorial@degruyter.com
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Fachgebiete
Zeitschriften Informationen
Weitere Informationen
eISSN:
2196-7040
ISSN:
2193-1402
Sprache:
Englisch
Verlag:
De Gruyter
Weitere Informationen
Erstveröffentlichung:
20. Juni 1982
Erscheinungsweise:
4 Hefte pro Jahr
eISSN:
2196-7040
ISSN:
2193-1402
Zielgruppe(n) für diese Zeitschrift
researchers in the field of statistics and risk modeling, professionals in finance, insurance and related areas
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