Journal of Financial Market Infrastructures

Scope & Guideline

Illuminating the Future of Financial Infrastructures

Introduction

Welcome to your portal for understanding Journal of Financial Market Infrastructures, featuring guidelines for its aims and scope. Our guidelines cover trending and emerging topics, identifying the forefront of research. Additionally, we track declining topics, offering insights into areas experiencing reduced scholarly attention. Key highlights include highly cited topics and recently published papers, curated within these guidelines to assist you in navigating influential academic dialogues.
LanguageEnglish
ISSN2049-5404
PublisherINCISIVE MEDIA
Support Open AccessNo
Country-
Type-
Converge-
AbbreviationJ FINANC MARK INFRAS / J. Financ. Mark. Infrastruct.
Frequency4 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
AddressHAYMARKET HOUSE, 28-29 HAYMARKET, LONDON SW1Y 4RX, ENGLAND

Aims and Scopes

The Journal of Financial Market Infrastructures serves as a pivotal platform for research focused on the mechanisms, risks, and innovations within financial market infrastructures. It emphasizes the interplay between traditional financial systems and emerging technologies in payment systems, counterparty clearing, and risk management.
  1. Liquidity Mechanisms and Efficiency:
    The journal explores various liquidity-saving mechanisms and their impact on payment systems, highlighting methods to enhance efficiency in liquidity management.
  2. Central Counterparty Risk Management:
    Research in this area focuses on understanding and improving the risk management practices of central counterparties, including margin models and stress testing methodologies.
  3. Payment System Innovations:
    The journal covers innovations in payment systems, including comparisons between centralized and decentralized networks, and the implications of digital currencies.
  4. Regulatory and Systemic Risk Analysis:
    Contributions often analyze the regulatory frameworks affecting financial market infrastructures and systemic risks, particularly in the context of market disruptions.
  5. Cyber Risk and Resilience:
    The journal addresses the growing concern of cyber risks in financial systems, offering insights into mitigating strategies and resilience planning.
  6. Procyclicality and Market Stability:
    A significant focus is placed on procyclicality in financial markets, examining how different models and policies can stabilize or destabilize the market during economic fluctuations.
Recent publications in the Journal of Financial Market Infrastructures reveal emerging themes that are gaining traction, reflecting the evolving landscape of financial markets and infrastructures. This section outlines these trends and their significance.
  1. Decentralized Finance (DeFi):
    Research on decentralized finance, particularly the effectiveness of decentralized exchanges (DEXs), is on the rise, highlighting a shift towards exploring blockchain technologies and their implications for traditional finance.
  2. Climate Risk Integration:
    There is an increasing focus on integrating climate risk into financial decision-making and risk management, reflecting a broader awareness of environmental sustainability in financial markets.
  3. Central Bank Digital Currencies (CBDCs):
    The exploration of CBDCs and their potential impact on traditional banking systems is becoming more prominent, as central banks globally consider the implications of digital currencies.
  4. Cybersecurity Measures in Financial Systems:
    As cyber threats continue to evolve, research on the transmission of cyber risk and the resilience of payment systems is gaining importance, emphasizing the need for robust security measures.
  5. Advanced Margin Models and Procyclicality Solutions:
    There is a growing trend towards developing advanced margin models to address procyclicality, particularly in light of lessons learned from recent financial stress events.

Declining or Waning

While some themes have grown in prominence, others appear to be losing traction within the Journal of Financial Market Infrastructures. This section highlights areas that have seen a decline in focus, reflecting shifts in the journal's research priorities.
  1. Traditional Cash Payment Systems:
    Research related to cash payment systems has diminished, likely due to the increasing digitalization of payment methods and a declining use of cash in many economies.
  2. Historical Financial Crisis Analyses:
    While historical analyses of past crises provided valuable insights, the frequency of such studies has decreased, possibly in favor of more contemporary issues such as digital currencies and current market dynamics.
  3. Static Risk Models:
    There is a noticeable decline in studies focusing on static risk assessment models, as the field shifts towards dynamic models that can better capture the complexities of modern financial systems.

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