Journal of Credit Risk

Journal of Credit Risk

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The Journal of Credit Risk

Promoting a greater understanding in the area of credit risk theory and practice.

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About the Journal

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

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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.

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Company profile

Bank for International Settlements

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Company profile

BNP Paribas is a leader in banking and financial services and has a long association with the official institutions' sector. The Group is present in nearly 75 countries globally enabling clients to benefit from a range of services including corporate & institutional banking; asset servicing and asset management. www.bnpparibas.com BNP Paribas Asset Management is the asset management arm of BNP Paribas, and offers high value-added solutions to individual savers, companies, and institutional investors. We have a broad range of skills in four investment divisions: Equities, Fixed Income, Private Debt & Real Assets, and Multi-Asset, Quantitative and Solutions (MAQS). Sustainability is at the heart of our strategy and investment decision-making process. Our aim is to achieve long-term sustainable investment returns for our clients. We have assets under management of USD 475 billion (as of 30 September 2019), with 520+ investment professionals and 500+ client servicing specialists, serving clients in 71 countries. To learn more, visit bnpparibas-am.us.

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US Federal Reserve
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Company profile

HSBC Global Markets offer sophisticated 24-hour coverage across our main trading and sales platforms in London, New York and Hong Kong, and we provide a wide range of solutions for our Corporate and Institutional clients. Our knowledge of local markets, coupled with HSBC's global reach, enables us to provide a comprehensive and bespoke service across every major asset class.
We provide access to Equities, Fixed Income including Credit and Rates, Foreign Exchange, Commodities and Prime Services, in addition to Research, across both developed and emerging markets.
As a global investor, by partnering with us you'll benefit from HSBC's local knowledge in over 60 countries, balanced by our understanding of global economics.
Find out more about our solutions or explore our thought leadership series on the Dealing Room of Tomorrow.

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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.

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