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Emerging Risks in Banking and Finance: Technological Disruption, Climate Change,...
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Emerging Risks in Banking and Finance: Technological Disruption, Climate Change, and Geopolitical Tensions

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 31 May 2026 | Viewed by 4145

Special Issue Editors

Prof. Dr. Eliana Angelini

E-Mail Website
Guest Editor
Department of Economic Studies, University “G. d’Annunzio” of Chieti-Pescara, 65127 Pescara, Italy
Interests: CDS; credit risk management; financial markets; ESG; bank performance; systemic risk
Special Issues, Collections and Topics in MDPI journals
Dr. Elisa Di Febo

E-Mail Website
Guest Editor
Department of Economic Studies, University “G. d’Annunzio” of Chieti-Pescara, 65127 Pescara, Italy
Interests: banking; climate change; financial markets; credit risk; CDS
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

In an increasingly volatile and complex global context, the banking and finance sector faces a range of emerging risks that challenge traditional assessment and management models. Digital transformation, climate change, and geopolitical tensions are redefining risk maps, with direct and indirect effects on the solvency of economic actors, the resilience of the financial system, and its ability to support sustainable growth.

This Special Issue aims to gather original theoretical and empirical contributions exploring the impact of these phenomena on financial markets, risk management strategies, banking regulation, and corporate finance. The goal is to foster interdisciplinary reflection that offers innovative tools for understanding and addressing new systemic and idiosyncratic risks.

Topics of interest include, but are not limited to, the following:

  • Climate risk and ESG integration in credit and investment models;
  • The effects of geopolitical tensions on financial stability and capital flows;
  • Sustainable finance, green transition, and decarbonization strategies;
  • New metrics for assessing financial and environmental resilience;
  • The impacts of global risks on central bank behavior and the policy mix.

Prof. Dr. Eliana Angelini
Dr. Elisa Di Febo
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 250 words) can be sent to the Editorial Office for assessment.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • climate change
  • credit risk
  • emerging risks
  • digitalization
  • banks

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Further information on MDPI's Special Issue policies can be found here.

Published Papers (3 papers)

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Research

33 pages, 3280 KB  
Article
Time-Varying Global Financial Stress Contagion in a Decade of Trade Wars and Geopolitical Fractures
by Mosab I. Tabash, Suzan Sameer Issa, Mohammed Alnahhal, Zokir Mamadiyarov and Krzysztof Drachal
Risks 2026, 14(3), 70; https://doi.org/10.3390/risks14030070 - 19 Mar 2026
Viewed by 779
Abstract
The objective of this study is to explore the time-varying shock transmission mechanism between aggregated financial stress indices (FSIs) of developed economies (the U.S., the U.K., the European Union (EU) and Japan) and the emerging economy of China. We employ a novel Time-Varying [...] Read more.
The objective of this study is to explore the time-varying shock transmission mechanism between aggregated financial stress indices (FSIs) of developed economies (the U.S., the U.K., the European Union (EU) and Japan) and the emerging economy of China. We employ a novel Time-Varying Parameter Vector Auto-Regression (TVP-VAR)-based “connectedness approach” to capture dynamic shock spillovers without the limitations of arbitrarily chosen rolling windows, loss of observations, or excessive sensitivity to outliers, as it is grounded in a multivariate Kalman filter structure. The aggregated measures of the FSIs of China, the U.S., the U.K., the EU and Japan are incorporated from the Asian Development Bank’s data repository by using time-series observations from January 2010 to September 2023. The findings indicate that the FSI of China is influenced by financial stress shocks originating from Japan (18.35%) and the U.S. (16.86%) the most, whereas the U.K. (EU) contributes to only 8.42% (6.54%) of FSI shocks in China. This research article significantly captures China’s heightened vulnerability to external financial stress shocks from developed economic systems and underscores the critical importance of reinforcing financial resilience, strengthening macro-prudential regulations and early-warning systems, and expanding financial buffers during episodes of trade uncertainty like restrictions on China’s rare earth exports and solar panels, U.S. restrictions on industrial metal imports, Brexit, supply chain disruptions amid COVID-19, and geopolitical uncertainties like the Russia–Ukraine war. Overall, this study provides actionable guidance for mitigating the impact of global financial stresses, improving risk management, and safeguarding economic stability in an increasingly interconnected and volatile international environment. Full article
(This article belongs to the Special Issue Emerging Risks in Banking and Finance: Technological Disruption, Climate Change, and Geopolitical Tensions)
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32 pages, 923 KB  
Article
The Impact of Market Dynamics and Geopolitical Uncertainty on Property Return: A Comparative Analysis of BRICS Countries
by Fabian Moodley and Babatunde Lawrence
Risks 2026, 14(3), 55; https://doi.org/10.3390/risks14030055 - 2 Mar 2026
Cited by 1 | Viewed by 1335
Abstract
Rising geopolitical tensions and fluctuating financial market conditions have increased volatility and negatively impacted property returns across BRICS countries, yet this critical area remains underexplored despite its significant implications for policy reform and investor participation. To this extent, the objective of the study [...] Read more.
Rising geopolitical tensions and fluctuating financial market conditions have increased volatility and negatively impacted property returns across BRICS countries, yet this critical area remains underexplored despite its significant implications for policy reform and investor participation. To this extent, the objective of the study is to examine the effect of geopolitical uncertainty on BRICS property market returns under changing market conditions. Using a Markov regime-switching model for the period February 2011 to June 2025, the findings reveal regime-specific effects. That being said, Brazil’s property market returns are affected positively (negatively) by South Africa’s (China’s) geopolitical uncertainty, whereas India’s and South Africa’s property market returns are affected negatively and positively by Russia’s geopolitical uncertainty, respectively. These findings were further evident in the bear market condition, as Russia’s geopolitical uncertainty has a significant negative effect on Brazil’s property market returns. Similarly, BRICS countries’ returns are dominated by bear market conditions, revealing negative returns, suggesting the BRICS property market returns are less resilient to periods of uncertainty. The findings underscore the need for new policy reforms to regulate BRICS members’ participation and minimize spillover effects, while investors should closely monitor geopolitical uncertainty within BRICS countries to manage return prospects effectively. Full article
(This article belongs to the Special Issue Emerging Risks in Banking and Finance: Technological Disruption, Climate Change, and Geopolitical Tensions)
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22 pages, 482 KB  
Article
Corporate Leverage and Geopolitical Risks: Evidence from Vietnam
by Nam Thinh Vong and Thinh Tien Bui
Risks 2026, 14(2), 28; https://doi.org/10.3390/risks14020028 - 1 Feb 2026
Viewed by 1480
Abstract
This study investigates the impacts of geopolitical risks on corporate leverage decisions of Vietnamese listed firms from 2017 to 2024. The research findings reveal a negative impact of geopolitical risks on both corporate leverage and short-term leverage. That is, Vietnamese listed firms actively [...] Read more.
This study investigates the impacts of geopolitical risks on corporate leverage decisions of Vietnamese listed firms from 2017 to 2024. The research findings reveal a negative impact of geopolitical risks on both corporate leverage and short-term leverage. That is, Vietnamese listed firms actively reduce corporate leverage and short-term leverage as firms face rising geopolitical risks and uncertainties. Additionally, the effects of geopolitical risks are more pronounced for financially unconstrained firms, HOSE- and HNX-listed firms. Based on the main findings, policymakers at government levels and managers at corporate levels should consider the impacts of geopolitical risks when designing and implementing new policies in order to mitigate the negative effects of these risks and increase the resilience of Vietnamese firms considering geopolitical risks and uncertainties. Full article
(This article belongs to the Special Issue Emerging Risks in Banking and Finance: Technological Disruption, Climate Change, and Geopolitical Tensions)
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