Journal of Credit Risk
ISSN:
1755-9723 (online)
Editor-in-chief: Linda Allen and Jens Hilscher
Volume 22, Number 1 (March 2026)
Papers in this issue
A credit card fraud detection model based on a stacked temporospatial graph attention residual network
The authors put forward a model based on a stacked temporospatial graph attention residual network dedicated to credit card fraud detection.
A theoretical risk analysis of the "Adogbè" savings product as alternative and decentralized microenterprise financing
This paper discloses the risks associated with Adogbè savings products in Benin.
Estimating the impact of combined correlated credit scorecards
The authors propose an algorithm which can aid the estimation of the validity of combined risk models lacking primary data.
The consequences of the Basel III requirements for the liquidity horizon and their implications for optimal trading strategy
The authors put forward a formula-based approach for determining the optimal liquidity horizon used in scaling the base expected shortfall under Basel III.
