Journals / Journal of Credit Risk
The Journal of Credit RiskLed by Editor-in-Chief Ashish Dev from JPMorgan Chase, and a respected Editorial Board, this international refereed journal is at the forefront in tackling the many issues and challenges posed by the recent financial crisis. With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. More... |
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Latest Issue: Volume 9/Number 1, Spring 2013
Ashish Dev JPMorgan Chase, New York In this issue of The Journal of Credit Risk we present three full-length research papers and one technical report. The issue's first paper, "Debt structure, market...
Ashish Dev JPMorgan Chase, New York In this issue of The Journal of Credit Risk we present three research papers and one technical report. The issue's first research paper is "Bounds for rating override...
Ashish DevJPMorgan Chase, New York In this issue of The Journal of Credit Risk we present two research papers and two technical reports. The first research paper is "Recursive formulas for the default...
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More Journals / Journal of Credit Risk articles
Volume 8/Number 2, Summer 2012
Ashish DevJPMorgan Chase, New York In this issue of The Journal of Credit Risk we present two full-length research papers and two technical reports. The first paper, "Two models of stochastic loss given default", is by Simone Farinelli and Mykhaylo...
Volume 8/Number 1, Spring 2012
First International Conference on Credit Analysis and Risk Management Austin Murphy from Oakland University On July 21-23, 2011 the First International Conference on Credit Analysis and Risk Managementwas held at Oakland University. The conference,...
Journal of Credit Risk Volume 7/Number 4, Winter 2011/12
Ashish Dev JPMorgan Chase, New York In this issue we present three full-length research papers and two technical reports. The first research paper, "A credit default model for a dynamically changing economy", is by Patrik Andersson. In this paper...
Journal of Credit Risk Volume 7/Number 3, Fall 2011
Ashish Dev JPMorgan Chase, New York In this issue we present three research papers and one technical report. The first research paper, "Credit default swap trees", is by Ridha Mahfoudhi. This paper deals with the valuation of credit derivatives...
Journal of Credit Risk Volume 7/Number 2, Summer 2011
Ashish Dev JPMorgan Chase, New York In this issue we present three research papers and one technical report. The first research paper, "Evaluating the performance of static versus dynamic models of credit default: evidence from long-term Small Business...
Journal of Credit Risk Volume 7/Number 1, Spring 2011
Ashish Dev JPMorgan Chase, New York In this issue we present three research papers and one technical report. The first research paper, "Treatment of double default effects within the granularity adjustment for Basel II", is by Sebastian Ebert and Eva...
Journal of Credit Risk Volume 6/Number 4, Winter 2010/11
Ashish Dev Promontory Financial, New York In this issue we present two full-length research papers and two technical reports. The first research paper, "Pricing counterparty risk at the trade level and credit valuation adjustment allocations", is...
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