The Journal of Credit Risk - the measurement and management of credit risk

Led by Editor-in-Chief Ashish Dev from JPMorgan Chase, and a high quality Editorial Board this international refereed journal is at the forefront in tackling the many issues and challenges posed by the recent financial crisis.

The Journal of Credit Risk has three fundamental aims:

• to foster high-quality, original and innovative work,
• to provide practitioners and academics with access to the resulting technical research,
• to serve as an educational forum on timely issues concerning credit risk in general.

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An international refereed journal.

The Journal of Credit Risk focuses on the measurement and management of credit risk, the valuation and hedging of credit products, and the promotion of greater understanding in the area of credit risk theory and practice.

Subscribe to the Journal of Credit Risk today, and receive:

• 4 issues of the journal, in print or online
• Unrestricted access to the valuable journal archive going back 7 years
• Quarterly email alert to inform you when the latest issue of the Journal of Credit Risk is online, days before you receive your hard copy
• Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk)
• Ground-breaking and high-quality original papers on credit risk research
• Information on how to implement the models in the research papers to real life situations
• Exclusive insight on changes within these complex and fast moving markets

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FREE 1-MONTH TRIAL to The Journal of Credit Risk

What does The Journal of Credit Risk cover?

With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. Topics covered in the journal include:

• Modelling and management of portfolio credit risk.
• Recent advances in parameterizing credit risk models: default probability estimation, copulas and credit risk correlation, recoveries and loss given default, collateral valuation, loss distributions and extreme events.
• Pricing and hedging of credit derivatives.
• Structured credit products and securitizations e.g. collateralized debt obligations, synthetic securitizations, credit baskets, etc.
• Measuring managing and hedging counterparty credit risk.
• Credit risk transfer techniques.
• Liquidity risk and extreme credit events.
• Regulatory issues, such as Basel II, internal ratings systems, credit-scoring techniques and credit rik capital adequacy.

We welcome papers dealing with any of the above areas.

The journal is Indexed/Abstracted in the Social Sciences Citation Index and has an Impact Factor of 0.350. This data can be found in the 2011 Journal Citation Reports® Social Sciences Edition - a Thomson Reuters product.

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FREE 1-MONTH TRIAL to The Journal of Credit Risk

FREE 1-month Trial of The Journal of Credit Risk

Evaluate how a subscription to The Journal of Credit Risk can help you and your research. Claim your FREE, 1-month no-obligation trial of The Journal of Credit Risk.

Your 1-month FREE trial to The Journal of Credit Risk will include:

• Immediate premium online access to the past 12 months of subscriber content.

OR LEARN MORE ABOUT

FREE 1-MONTH TRIAL to The Journal of Credit Risk

Start your subscription to the Journal of Credit Risk today!

• 4 quarterly issues of the journal in print or online
• Unrestricted access to the valuable and searchable archive of past papers - going back 7 years
• Quarterly email alert to inform you when the latest issue of The Journal of Credit Risk is online, days before you receive your hard copy
• Substantial discounts on all our conferences, training courses, sister publications and books

Subscribe - Print only, online only or print & online subscriptions available