The Journal of Credit Risk
Promoting a greater understanding in the area of credit risk theory and practice.
With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. The Journal of Credit Risk focuses on the measurement and management of credit risk, the valuation and hedging of credit products, and aims to promote a greater understanding in the area of credit risk theory and practice. The Journal of Credit Risk considers submissions in the form of research papers and technical papers, on topics including, but not limited to:
- Modelling and management of portfolio credit risk
- Recent advances in parameterizing credit risk models: default probability estimation, copulas and credit risk correlation, recoveries and loss given default, collateral valuation, loss distributions and extreme events
- Pricing and hedging of credit derivatives
- Structured cedit products and securitizations eg collateralized debt obligation, synthetic securitizations, credit baskets etc
- Measuring, managing and hedging counterparty credit risk
- Credit risk transfer techniques
- Liquidity risk and extreme credit events
- Regulatory issues, such as Basel II, internal ratings systems, credit-scoring techniques and credit risk capital adequacy
What will you get from a subscription?
Online access to all content from The Journal of Credit Risk
As soon as a paper is published you’ll be able to read it online.
A print copy of The Journal of Credit Risk
You’ll get a print copy of The Journal of Credit Risk once a quarter. Each copy will include all papers that have been published in the previous 3 months.
“I read Risk Journals to improve my models and financial results.”
Global Risk Analytics Quant, BAML
“By reading Risk Journals I am able to expand my knowledge in emerging areas of financial risk management.”
Director, Credit Analytics & Modelling, ATB Financial
“A subscription to Risk Journals saves me time finding the latest research.”
Professor, University of Toronto
Are you an academic?
We offer bespoke subscription packages at very generous prices for academic institutions large and small.
What are my payment options?
You can pay for your subscription online by credit card (Visa, MasterCard, American Express). We DO NOT accept Diners card. You will receive immediate access using credit card payments.
You can request an invoice be sent to your company by emailing customer services at [email protected].
We also accept BACS transfer – email customer services at [email protected] for more details.
Online access will only be granted upon receipt of payment. Please note that your subscription (both print and online) will not commence until full payment has been received.