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Progetto Modelli di portafoglio per il rischio di credito- Scheda link
OrganizzazioneJournal of Credit Risk
Link al sitowww.journalofcreditrisk.com/
Categoria di appartenenza del sito: Riviste scientifiche di finanza
Nazione o Regione/ProvinciaRegno Unito
Outline del sitoThe Journal of Credit Risk is an international refereed journal focusing on the measurement and management of credit risk, the valuation and hedging of credit products, and the promotion of greater understanding in the area of credit risk theory and practice.
Credit risk research in both industry and academia is extensive. The majority of this research is not accessible to a wider audience due to the highly technical nature of the research papers. The Journal of Credit Risk, therefore, has three fundamental aims:

(1) to foster high quality, original and innovative work;
(2) to provide practitioners and academics with access to the resulting technical research; and
(3) to serve as an educational forum on timely issues concerning credit risk in general.
Contenuti del sito

Content Guidelines

The Editorial Board invites you to submit articles for consideration. Topics may include innovations and insights in the following areas:

      • Modeling 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 credit products and securitizations, eg, collateralized debt obligations, 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.
The Editorial Board will consider three types of submission:

(1) Full-length original papers covering both theory and practice;
(2) Short tutorials and expository articles of an educational nature; and
(3) Brief synopses of interesting and timely problems in credit risk and their proposed solutions using known or new innovative techniques.