Journal of Credit Risk
ISSN:
1755-9723 (online)
Editor-in-chief: Linda Allen and Jens Hilscher
Volume 21, Number 4 (December 2025)
Papers in this issue
Hierarchical allocation method for capital: a general method
The authors present a new technique to allocate a bank's risk capital across portfolios and transactions that can be applied to most risk capital types.
Payment card fraud: revealing the EMV impact in the United States and Europe
The authors investigate the adoption of EMV payment cards and how effective they are at managing credit card fraud in the United States and EU.
Incorporating economic outlook into exposure at default models
This paper outlines a new means to include macroeconomic variables in exposure at default models while satisfying all IFRS 9 expectations.
Enhancing small and medium-sized enterprise factoring: a Stackelberg game-based hybrid pricing model
