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Content
October 2024, Volume 17, Issue 4
- 336-337 Editorial
by Hall, Simon
- 338-356 Commercial real estate exposure and bank counterparty risk
by Kupiec, Paul H.
- 357-369 Silicon Valley Bank: What can be learned from its collapse
by Lindo, Steve
- 370-382 Model risk management in stress testing: The road up to here
by Canabarro, Eduardo
- 383-394 Dear CRO: Behavioural risk management is the new thing for you
by Scholten, Wieke & Chesterfield, Alexandra
- 395-408 Operational resilience implementation: Challenges and opportunities for UK building societies
by Ademowo, Adewale A.
- 409-425 Are ESG scores driven by financial information? Evidence from European banks
by Serino, Luana & Spignese, Alessia & Campanella, Francesco
- 426-438 Assessing stochastic dominance of downside and upside financial risk profiles using the block maxima method in extreme value theory
by Li, Simon
June 2024, Volume 17, Issue 3
- 236-237 Editorial: Facing the polycrisis
by Kerry, Julie
- 238-248 Bank liquidity risk management through stable and volatile markets: The role of the asset-liability committee and lessons learned for the balance sheet governance operating model
by Choudhry, Moorad & Trythall, Claire & Laban, Diyama Abu
- 249-257 Silicon Valley Bank case study: The role of the CRO in managing risk programmes to prevent bank failures
by Haynes, Steven
- 258-285 The blind spot in residential mortgages: Increasing default option value in the face of declining house prices
by Ozdemir, Bogie
- 286-293 An innovative approach for optimising CCP default management through agent-based modelling
by Wise, Richard & Chen, Tao & Zhu, Dingqiu
- 294-302 Navigating the storm: The intersection of geopolitical and financial crime risks
by De Sybel, Rosamund
- 303-315 Climate risk and financial stability: Assessing non-performing loans in Chinese banks
by Brik, Hatem
- 316-331 Nature-related financial risks and central bank risk management
by Barning, Olaf & Broeders, Dirk & De Jonge, Marleen & Tiems, Isabelle & Verhoeven, Niek & Van Wijmen, Catharine
March 2024, Volume 17, Issue 2
- 124-129 Learning to embrace risk: The board's most important Duty of Care
by Koenig, David R.
- 130-141 Safeguarding financial resilience through digital trust and responsible innovation
by Vasiliu-Feltes, Ingrid
- 142-160 Dynamic board capabilities: Developing board practices that impact corporate renewal and performance
by Engstam, Liselotte & Forzelius, Henrik & Magnusson, Mats & Torre, Fernanda & Heyden, Ludo Van Der
- 161-167 The rise of sustainability oversight committees as part of modern board governance and oversight: Practical considerations
by Suetens, David
- 168-182 Risk appetite: A crucial consideration for effective board risk oversight
by Mandel, Christopher E. & Parija, Soubhagya
- 183-196 Enterprise risk management in the insurance industry: Trends and future directions
by Kumar, Sonjai & Rao, Purnima & Barai, Munim
- 197-212 Insuring deposits, ensuring stability: A critical evaluation of six decades of deposit insurance in the Indian banking sector
by Sardana, Varda & Singhania, Shubham
- 213-230 The relevance of the country and sector effect in global equity returns around COVID-19 and developed and emerging markets
by Boateng-Frimpong, Francis & Bentata, Amel & Cottet, Rémy
December 2023, Volume 17, Issue 1
- 4-6 Special issue: The Value of New Data and Technology to Risk Management Practitioners
by Wilson, Thomas C. & Pedersen, Christian S.
- 7-12 Opinion pieces: On data and models: Is more always better?
by Wilson, Thomas C.
- 13-21 Trusted and open corporate data: Why adoption of the LEI/vLEI is key to enhancing risk management practices in the face of rapid digital transformation
by Wolf, Stephan
- 22-42 Leveraging financial personality for inclusive credit scoring amidst global uncertainty
by Van Thiel, Diederick & Goedee, John & Leenders, Roger
- 43-52 Lost in noise? Some thoughts on the use of machine learning in financial market risk measurement
by Quell, Peter
- 53-70 On the wicked problem of quantifying and managing non-financial risks and the role of digital technology in providing solutions
by Butler, Tom & Brooks, Robert
- 71-88 The potential impacts of the digital revolution on the operational risk profiles of banks
by Grimwade, Michael
- 89-105 A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
by Saidane, Mohamed
- 106-116 The mediating role of firm risk: The case of the insurance sector in Saudi Arabia
by Alsuyayfi, Shanar Shafi & Ja'Afar, Roslan & Said, Rasidah Mohd & Albada, Ali
- 117-118 `Handbook of business and climate change` by Anant K. Sundaram and Robert G. Hansen
by Jajuga, Krzysztof
- 119-120 `Non-financial risk management: Emerging stronger after Covid-19` by Thomas Kaiser
by Jajuga, Krzysztof
September 2023, Volume 16, Issue 4
- 325-325 Special Issue of the `Journal of Risk Management in Financial Institutions`
by Hopper, Gregory
- 326-336 Blockchain technology as a potential risk source and a risk mitigator: US reflections and outlook
by Cianci, Mark & Strohbehn, Xochitl & King, John
- 337-353 Understanding and managing blockchain protocol risks
by Nathan, Alex & Kaponis, Dimosthenis & Lustgarten, Saul
- 354-382 Risks inherent within various models of decentralised crypto networks: `A framework for an objective discussion about the level of decentralisation in crypto networks and risks to true decentralisation`
by Lüssem, Julien & Aziz, Abdel & Frías, Antonio & Koyluoglu, Ugur
- 383-394 How can run risk in digital asset markets be reduced?
by Hopper, Greg
- 395-408 Risk of digital assets: Developments in regulation and implementation
by Milkau, Udo
- 409-426 Sovereign credit default swaps: Managing risks when the fiscal house rumbles
by Rajaratnam, Indra
- 427-448 Frontloading ESG risks and benefits into the capital charge to incentivise green financing
by Ozdemir, Bogie
June 2023, Volume 16, Issue 3
- 208-209 Editorial
by Kerry, Julie
- 211-227 Stress testing bank insolvency risk by systemic equity market shock: An expected shortfall approach
by Yang, Hank Z.
- 228-236 Good intentions in risk management and the LDI crisis
by Walker, Martin
- 237-255 A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
by Jarrow, Robert & Van Deventer, Donald R.
- 256-272 Counterparty credit risk: Lessons from recent events
by Ita, Andreas
- 273-281 Optimising board oversight of compliance as a risk governance instrument
by Niemi, Ilona
- 282-292 Green swans and pink washing: Promoting a strong culture of environmental and social responsibility in financial institutions
by Connell, Matthew
- 293-303 A review of corporate governance in the Saudi Arabian insurance sector
by Alsuyayfi, Shanar Shafi & Said, Rasidah Mohd & Ja'Afar, Roslan & Albada, Ali
- 304-315 Central bank capital management
by Wessels, Paul & Broeders, Dirk
- 316-317 `The Principles of Banking, 2nd Edition` by Krzysztof Jajuga
by Jajuga, Krzysztof
August 2023, Volume 16, Issue 2
- 100-101 Editorial
by Kerry, Julie
- 102-115 Pricing of climate transition risks across different financial markets
by Broeders, Dirk & Schouten, Bernd & Tiems, Isabelle & Verhoeven, Niek
- 116-123 The impact of climate risk on the insurance industry: Recent developments and emerging risk mitigation approaches
by Kumar, Sonjai & Rao, Purnima
- 124-137 The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
by Campino, Jonas De Oliveira
- 138-157 Approaches for quantifying the financial impacts of reputational damage from climate change
by Grimwade, Michael
- 158-179 ESG information integration into portfolio optimisation
by Cao, Haoming & Wirjanto, Tony S.
- 180-188 The estimation of Value-at-Risk using a non-parametric approach
by Olfat, Amir & Eskandari, Farzad
- 189-199 Estimating Value-at-Risk and expected shortfall of metal commodities: Application of GARCH-EVT method
by Khan, Maaz & Khan, Mrestyal & Irfan, Muhammad
January 2023, Volume 16, Issue 1
- 4-5 Editorial
by Canabarro, Eduardo
- 6-12 Determining environmental and social risk rating in a multilateral development bank
by Ronza, Cristiane & Brackmann, Stefanie
- 13-20 Should investors rely on central bank asset purchases to backstop markets?
by Ellis, Colin
- 21-33 Failure of strategic risk management in a life insurance company in India
by Kumar, Sonjai & Rao, Purnima
- 34-51 What can we learn about repurchase programmes and systemic risk? Evidence from US banks during financial turmoil
by Hamouda, Foued
- 52-78 A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9
by Miu, Peter & Ozdemir, Bogie
- 79-91 Assessing risks in international investments using hesitant fuzzy linguistic term sets
by Basar, Ayfer
October 2022, Volume 15, Issue 4
- 312-313 Editorial
by Kerry, Julie
- 314-337 From modelling to forecasting bank profitability: Evidence from euro area banks
by Belloni, Marco & Jarmuzek, Mariusz & Mylonas, Dionysios
- 338-361 CRR III implementation: Impact on capital requirements, performance and business models of European banks
by Neisen, Martin & Schulte-Mattler, Hermann
- 362-390 Bounded rationality in bank credit decisions for SME lending: Evidence from bankers in Malaysia
by Kollin-Ondolos, Nigel & Tuyon, Jasman & Mohammed, Rozita Uji & Ahmad, Zamri
- 391-405 Nexus between liquidity risk and credit risk: Evidence from the South Asian region
by Khan, Ajab & Yilmaz, Mustafa K.
- 406-417 Analysing climate risk in the banking sector: To what extent should the onus be on banks to fund the ‘green deal’ while focusing on their own climate change and ESG risk profile?
by Bennett, Richard
- 418-428 Oversight and risk management of payments schemes
by Mallekoote, Piet M. & Balraadjsing, Suren K.
- 429-436 Cybersecurity skills of company directors — ASX 100
by Phair, Nigel & Alavizadeh, Hooman
June 2022, Volume 15, Issue 3
March 2022, Volume 15, Issue 2
- 112-113 Editorial
by Böcker, Klaus
- 114-141 The strategic risks facing start-ups in the financial sector
by Mcconnell, Patrick
- 142-154 Satisfying exclusions in portfolio construction: The ESG case
by Bentata, Amel & Nguyen, Laurent
- 155-160 Outsourcing insurance in the time of COVID-19: The cyber risk dilemma
by Naseeb, Hala & Metwally, Abdelmoneim
- 161-170 Banks’ concurrent risks during the COVID-19 pandemic: A road map for risk officers and risk management
by Diab, Ahmed A. & Metwally, Abdelmoneim & Alzakari, Abdulkarim M. & Fazal, Aisha
- 171-183 Impact of COVID-19 on commercial banking risk management practice: Survey evidence recommendations for practitioners
by Shamieh, Jamal M.
- 184-192 Managing the COVID-19 pandemic: Preliminary evidence from global banks
by Agnese, Paolo & Capuano, Paolo & Romolini, Alberto
- 193-205 Building bridges: From the probability of a country crisis to a country risk assessment
by Siqueira, Alexandre H.O.
December 2021, Volume 15, Issue 1
- 4-5 Editorial
by Seco, Dr. Luis & Sokolov, Alik
- 6-12 Is ESG investing contributing to transitioning to a sustainable economy or to the greatest misallocations of capital and a missed opportunity?
by Antoncic, Madelyn
- 13-25 How can climate risk stress testing be implemented?
by Hopper, Greg
- 26-37 Quantifying climate risk uncertainty in competitive business environments
by Sobehart, Jorge R.
- 38-50 Managing climate change risks: The role of governance and scenario analysis
by Clerc, Laurent
- 51-71 How to improve the ESG profile of portfolios while keeping a similar risk-adjusted return
by Kopp, Antoine & Barber, Dominic & Cottet, Rémy & Susinno, Gabriele
- 72-84 ESG rating as input for a sustainability capital buffer
by Neisen, Martin & Bruhn, Benjamin & Lienland, Dieter
- 85-92 Climate change risk: The next frontier in banking risk management
by Sarraf, Hanna
- 93-104 Winning a seat at the ESG table
by Frank, Jonny & Barolak, Jim & Pieterse, Germari
September 2021, Volume 14, Issue 4
- 320-320 Editorial
by Kerry, Julie
- 321-344 Fixed-Income ETFs: A liquidity illusion?
by Maitra, Anando & Satchell, Stephen
- 345-354 COVID-19 government support reinforces zombification
by Lorié, John & Ciobica, Iulian
- 355-366 Shifting paradigms: Regionalisation and the post-COVID-19 risk matrix
by Barthe-Dejean, Guillaume
- 367-380 CECL and IFRS9 expected credit loss estimation in uncertain economic environments
by Sobehart, Jorge R.
- 381-394 Digital transformation in treasury, risk and finance: COVID-19 to accelerate establishment of smart analytical centres in these departments
by Von Solms, Johan & Langerman, Josef & Marnewick, Carl
- 395-407 Achieving operational resilience in the financial industry: Insights from complex adaptive systems theory and implications for risk management
by Butler, Tom & Brooks, Robert
- 408-425 Operational resilience as a new concept and extension of operational risk management
by Milkau, Udo
- 426-442 Assessing the impact of hurricane frequency and intensity on mortgage delinquency
by Rossi, Clifford V.
- 443-444 `The Moorad Choudhry Anthology: Past, Present and Future Principles of Banking and Finance` by Moorad Choudhry
by Jajuga, Krzysztof
June 2021, Volume 14, Issue 3
- 224-228 The Global Core Indicators: A sustainability risk management and reporting framework
by Antoncic, Madelyn
- 229-241 Predicting sovereign credit ratings for portfolio stress testing
by De Oliveira Campino, Jonas & Galizia, Federico & Serrano, Daniela & Sperling, Frank
- 242-255 Developing practical mitigations for reputational risks: A case study from the UK insurance sector
by Connell, Matthew
- 256-267 Eliminating the negative impacts of the Basel IV output floor by adjusting a bank’s business model
by Neisen, Martin & Schulte-Mattler, Hermann
- 268-286 Evolution of risk management from risk compliance to strategic risk management Part II: The changing paradigm for the risk executive and Boards of the Canadian banking and insurance sectors
by Ozdemir, Bogie
- 287-300 Explainable artificial intelligence: A global fast approach
by Mayenberger, Daniel
- 301-313 The culture of risk governance in financial institutions
by Agnese, Paolo & Capuano, Paolo
March 2021, Volume 14, Issue 2
- 112-114 Managing the risk of climate change
by Schuermann, Til
- 115-120 A spotlight on boards’ response to the new risk environment: How boards are changing the way they think about risk in strategic decision making
by Huber, Celia & May, Michael & White, Olivia
- 121-130 Climate change uncertainty and central bank risk management
by Broeders, Dirk & Schlooz, Marleen
- 131-147 Financial institutions and developing countries’ debt cancellations: How to get rid of moral hazard?
by Bouchet, Michel-Henry
- 148-160 Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks?
by Kupiec, Paul H.
- 161-172 How should risk professionals think about the rise in corporate indebtedness?
by Ellis, Colin
- 173-194 A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks
by Hughes, Peter & Marzouk, Mahmoud
- 195-208 Time-varying autoregressive distributed lag model with changing volatility for stress test
by Zhou, Leilei & Zhu, Wei
- 209-219 The Fundamental Review of Trading Book: New standard approach and risk management impacts
by Porretta, Pasqualina & Agnese, Paolo
December 2020, Volume 14, Issue 1
- 4-6 Editorial
by Wilson, Dr. Thomas C. & Pedersen, Dr. Christian S.
- 7-24 Banking system stress testing and COVID-19: A first summary appraisal
by Henry, Jérôme
- 25-32 Adjusting loss forecasts for the impacts of government assistance and loan forbearance during the COVID-19 recession
by Breeden, Joseph L.
- 33-39 Managing bank risk through the crisis perspective from Malaysia
by Thijs, Jeroen & Bobker, David
- 40-58 COVID-19 triggers great nonfinancial risk crisis: Nonfinancial risk management best practices in Canada
by Tullo, Lois
- 59-71 The impact of the COVID-19 pandemic on medical and travel insurance pricing and fraud risks: An exploratory study
by Naseeb, Hala & Diab, Ahmed A. & Metwally, Abdelmoneim
- 72-83 COVID-19: Risk-adjusted portfolio returns of emerging and developed equity markets
by Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Kownatzki, Clemens
- 84-95 European banks and risk management: Did the 2008 financial crisis have any impact?
by Falzon, Joseph & Vella, Jennifer
- 96-106 Financial institutions’ funding cost: Do capital and risk-taking matter?
by Moreira, Fernando
September 2020, Volume 13, Issue 4
- 288-289 Editorial
by Kerry, Julie
- 290-294 A paradigm shift in the board room: Incorporating sustainability into corporate governance and strategic decision-making using big data and artificial intelligence
by Antoncic, Madelyn
- 295-307 Revisiting conduct risk management in the COVID-19 era with updated DOJ criteria
by Frank, Jonny & Greenman, Laura
- 308-337 Is an oligopolistic banking system more resilient and at what cost? A study of the competitiveness of the Canadian banking structure
by Ozdemir, Bogie & Giesinger, Michael
- 338-348 DiStress: A distributional approach to bank solvency simulations
by Kerry, Will
- 349-356 The Asset-Liability Committee: Ensuring effective balance sheet risk management during a market-wide stress event
by Choudhry, Moorad
- 357-373 Developments in relation to risk management for European investment funds
by Schwabe, Henning & Ed-Diaz, Mohamed
June 2020, Volume 13, Issue 3
- 200-201 Risk anticipation in a pandemic world
by Chen, Roger G.
- 202-211 Effectively managing risks in an ESG portfolio
by Bertolotti, Andre
- 212-223 Risk governance framework and the three lines of defence construct: A challenged self-assessment process through an activity-based approach
by Hu, Bradford & Denizkurdu, Aslihan
- 224-241 CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part II)
by Neisen, Martin & Schulte-Mattler, Hermann
- 242-254 In the eye of the beholder: Regulatory versus industry risk perception
by Burns, Meghan E. & Kenett, Dror Y. & Sokobin, Jonathan S.
- 255-265 Modifying model risk management practice in the era of AI/ML
by Brotcke, Liming
- 266-278 On the definition of risk
by Lemos, Filipe
March 2020, Volume 13, Issue 2
- 104-105 Machine learning and finance
by Hull, John
- 106-113 Uncovering hidden signals for sustainable investing using Big Data: Artificial intelligence, machine learning and natural language processing
by Antoncic, Madelyn
- 114-125 CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I)
by Neisen, Martin & Schulte-Mattler, Hermann
- 126-134 Are stress tests beauty contests? (and what we can do about it)
by Quagliariello, Mario
- 135-144 Using the market value of equity to signal banking sector vulnerabilities
by Kerry, Will
- 145-154 How can supervisors and banks promote a culture of strong governance and ethical behaviour?
by Walter, Stefan & Narring, Florian
- 155-162 Addressing cyber risk in financial institutions and in the financial system
by Grody, Allan D.
- 163-181 Enhancing banks’ strategic decision-making: Building on behavioural strategy — Application to Pillar 2 regulation
by Freiha, Naji
- 182-189 Sustainable profitability in volatile cyclical markets
by Sarraf, Hanna
December 2019, Volume 13, Issue 1
- 4-5 Editorial
by Böcker, Klaus & Schröder, Philipp
- 6-15 Thinking about theory and practice: What it means to reach effective risk management decisions in banking
by Hugo Hoffmann, Christian
- 16-23 The evolution of model risk management processes
by Garro, Maurizio
- 24-34 A smarter model risk management discipline will follow from building smarter models: An abbreviated guide for designing the next generation of smart models
by Hill, Jon R.
- 35-46 Using formal verification to develop higher assurance, more maintainable financial software
by Kerber, Manfred & Rowat, Colin & Vosloo, Neels
- 47-58 Effective and efficient model risk management
by Dodgson, Matthew
- 59-69 Exchange traded fund risk management and resiliency
by Smodis, Sebastjan & Smore, Suzanne
- 70-80 Revised partial use: Banking supervision on the right track
by Neisen, Martin & Schulte-Mattler, Hermann
- 81-96 Total loss-absorbing capacity and minimum requirement for own funds and eligible liabilities: Impact of bail-in rules on balance sheet management and funding
by Hasenclever, Christian
September 2019, Volume 12, Issue 4
- 296-296 How should an Enterprise Risk Management department be organised? And what should it do?
by Hopper, Greg
- 297-310 Creating the bank enterprise risk management function of the future
by Helbekkmo, Hans & Levy, Cindy & White, Olivia
- 311-319 What is enterprise risk management?
by Brown, Jeffrey & Duane, Michael & Schuermann, Til
- 320-327 Enterprise risk management: Towards a comprehensive yet practical enterprise risk function
by Fiol, Fabrice
- 328-341 The enterprise risk management function in financial institutions
by Hopper, Greg
- 342-373 Stress testing and the representative bank model
by Kupiec, Paul H.
- 374-383 Machine learning in risk measurement: Gaussian process regression for value-at-risk and expected shortfall
by Wilkens, Sascha
- 384-400 Strategic technology risk: Core systems replacement
by Mcconnell, Patrick & Walker, Martin
June 2019, Volume 12, Issue 3
- 204-205 Machine learning and its impact on financial institutions
by Hull, John
- 206-216 Why sustainability? Because risk evolves and risk management should too
by Antoncic, Madelyn
- 217-222 How disruptive are FinTech and digital for banks and regulators?
by Nuyens, Hedwige
- 223-231 A multi-stakeholder approach to risk resiliency
by Brende, Børge
- 232-240 Public credit insurance benefits international trade - but how much?
by Lorié, John
- 241-255 How to overcome modelling and model risk management challenges with artificial intelligence and machine learning
by Mayenberger, Daniel
- 256-267 Estimating the probability of a non-Markovian rating transition from partially unobserved histories
by Weißbach, Rafael & Schmal, Friederike
- 268-286 Artificial intelligence credit risk prediction: An empirical study of analytical artificial intelligence tools for credit risk prediction in a digital era
by Van Thiel, Diederick & Van Raaij, Willem Frederik (Fred)
- 287-289 `Operational Risk Management` by Ariane Chapelle
by Grody, Allan
March 2019, Volume 12, Issue 2
- 108-114 Risk landscape 10 years on: The end of systemic risk or a new beginning?
by Wilson, Thomas C.
- 115-124 The evolution of the Basel framework: Are we back to where we started?
by Phua, Frankie
- 125-144 The shortcomings of models in country risk management
by Bouchet, Michel-Henry & Goguel, Amaury
- 145-167 The top 14 challenges for today’s model risk managers: Has the time come to think about going beyond SR11-7?
by Hill, Jon R.
- 168-183 Interconnectedness and financial stability
by Martinez-Jaramillo, Serafin & Carmona, Christian U. & Kenett, Dror Y.
- 184-194 A method for pricing the credit valuation adjustment of unlisted companies
by Formenti, Matteo
- 195-196 Book review
by Wilkin, Sam
December 2018, Volume 12, Issue 1
- 4-5 Editorial
by Kerry, Julie
- 6-15 On better assessing the future outcomes of ‘grand, world-changing schema’: Seeing present EU and globalisation backlashes as to-be-expected
by Werther, Guntram F. A.
- 16-43 Assessment of model risk in the aggregate: Contribution of quantification
by Brotcke, Liming & Brastow, Raymond
- 44-56 A methodology for actively managing tail risks and uncertainties
by Broeders, Dirk & Loman, Herwin & Toor, Joris Van
- 57-78 Economic capital: A brief history and practical applications today
by Ferguson, Tally
- 79-101 Credit risk forecasting modelling and projections under IFRS 9
by Montesi, Giuseppe & Papiro, Giovanni & Ugolini, Laura & Ammendola, Giuseppe
September 2018, Volume 11, Issue 4