Professor Linda Allen holds the William F. Aldinger Chair in Banking and Finance the Zicklin School of Business, Baruch College, City University of New York. Over the course of a distinguished career, she has lectured and advised all over the world on topics of risk measurement and management, banking trends and financial market development. Professor Allen has published extensively in leading academic journals in finance and economics and is an associate editor of many finance journals, including The Journal of Credit Risk, where she has been an active member of the board since January 2018. Today, her broad areas of research are risk measurement and management, with a specific focus on systemic risk, credit risk and operational risk; the evolution of financial markets and bank regulation; and the organization of financial institutions. She also maintains an active consulting practice for securities litigation. Professor Allen’s most recent book, Credit Risk Measurement In and Out of Crisis: New Approaches to Value at Risk and Other Paradigms, 3rd edition (Wiley, 2010) co-authored with Anthony Saunders describes the global financial crisis that began in 2007, as well as deconstructing credit risk measurement models commonly used by bankers and other finance professionals. She is also the author of Capital Markets and Institutions: A Global View (Wiley, 1997) and co-author of Understanding Market, Credit and Operational Risk (Blackwell, 2004).

Fan Yu is the Gordon C. Bjork Professor of Financial Economics and a George R. Roberts Fellow at Claremont McKenna College. He holds an Honours BSc in Physics from McMaster University in Canada and a PhD in Economics from Cornell University. Previously, he was an associate professor at Michigan State University, an assistant professor at the University of California, Irvine, and a full-time visitor at the Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University. Professor Yu's research on credit and operational risk was funded by Moody’s and the FDIC, and has appeared in top journals such as the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Accounting Review, Management Science, the Journal of Financial and Quantitative Analysis, and Mathematical Finance. Prior to his academic career in finance, he studied physics at Nanjing, McMaster, and Harvard Universities. As an undergraduate, he won the Lloyd G. Elliott First Prize in the Canadian Association of Physicists Prize Examination.

Return to Journal of Credit Risk