JCR - About the Editors

About the Editors

The Journal of Credit Risk is led by Linda Allen from City University of New York and Jens Hilscher from the University of California, Davis.

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).

Professor Linda Allen

Jens Hilscher is a Professor at the University of California, Davis. Prior to joining UC Davis, he was at Brandeis University International Business School for 10 years, and has held visiting appointments at the London School of Economics and the Federal Reserve Bank of Boston. Together with John Campbell and Jan Szilagyi he received the 2011 Journal of Investment Management Harry M. Markowitz Best Paper Award. His research has investigated the determinants of both firm as well as country level credit risk, pricing and returns of distressed securities, information about future default and systematic risk in credit ratings, information flows between CDS and equity markets, measurement of possible debt deflation using inflation derivatives, and corporate bond pricing. He has published articles in the Journal of Finance, Review of Financial Studies, Review of Finance, Management Science, and Journal of Financial and Quantitative Analysis.

Jens Hilscher

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here