期刊名称：JOURNAL OF CREDIT RISK
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
Led by Editor-in-Chief Ashish Dev from JPMorgan Chase, and a high quality Editorial Board this international refereed journal is at the forefront in tackling the many issues and challenges posed by the recent financial crisis.
The Journal of Credit Risk has three fundamental aims:
- to foster high-quality, original and innovative work,
- to provide practitioners and academics with access to the resulting technical research,
- to serve as an educational forum on timely issues concerning credit risk in general.
The Journal of Credit Risk focuses 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.
4 issues a year of the journal, in print, online and/or app.
Unrestricted access to the valuable journal archive going back 9 years
Quarterly email alerts to inform you when the latest issue of The Journal of Credit Risk is online, days before you receive your hard copy
Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk magazine)
Ground-breaking and high-quality original papers on credit risk research
Information on how to implement the models in the research papers to real life situations
Exclusive insight on changes within these complex and fast moving markets
|
With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. Topics covered in the journal include:
- 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 credit products and securitizations e.g. 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 rik capital adequacy.
We welcome papers dealing with any of the above areas.
The journal is Indexed/Abstracted in the Social Sciences Citation Index and has an Impact Factor of 0.350. This data can be found in the 2011 Journal Citation Reports® Social Sciences Edition - a Thomson Reuters product. |
|
OR LEARN MORE ABOUT
|
Instructions to Authors
Pre-screening
All papers are pre-screened to ensure that only the most significant are sent for review. Please ensure that your manuscript satisfies the following points:
- Clarity: is the English clear and well written? Poorly written English may obscure the meaning of your paper.
- Relevance: is the material appropriate to the scope of the journal to which it is submitted?
- Referencing: has reference been made to the most recent and appropriate work?
- Length: unless previously agreed with the Journals Manager, all submissions must conform to the length policy.
- Format: please submit your paper in PDF format.
What we look for in your submission
Risk Journals publish academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. The advance presented in each paper must be significant enough and of a high enough level of interest to the financial risk management community to merit publication.
Manuscripts and research papers submitted for consideration must be original work that has not previously been submitted for consideration in another journal or any other publication outlet.
General information
Risk Journals does not have a standard template for submissions - we just ask that you ensure your paper is written clearly and follows the below guidelines.
Submitted papers should follow Webster’s New Collegiate Dictionary for spelling and The Chicago Manual of Style for punctuation and other points of style, except for the minor exceptions listed below:
- Citations must be written as (John (1999); Peter (2000) and Paul (2003)) or (John (1993) and Peter (2000))
- Please use spaced en-rules for dashes
- Please write eg, and ie, without any dots and with a comma after
- There should be no punctuation around displayed equations
- No use of serial commas
The front page should include the author’s full name, affiliation and contact email address.
The abstract should be able to stand alone for direct inclusion in abstracting services as a self-contained article. This means no table numbers, figure numbers, references or displayed mathematical expressions should be included.
Only electronic submissions of will be accepted. To submit your paper, please email it to journals@incisivemedia.com.
*NB: if your paper is for a Special Issue please make this clear when submitting your paper.
Length Policy
Abstracts must not exceed 200 words.
Research papers and technical reports should be between 8,000 -10,000 words long.
Forum papers, to be included in The Journal of Operational Risk, The Journal of Investment Strategies or The Journal of Financial Market Infrastructures, should not exceed 8,000 words.
Editorial Board
Editor-in-Chief:
Ashish Dev - JPMorgan Chase
Associate Editors:
Edward Altman - NYU
Michel Crouhy - IXIS Corporate Investment Bank
Christopher C. Finger - RiskMetrics Group
Craig Friedman - S&P Risk Solutions
John Frye - Federal Reserve Bank of Chicago
Michael Gordy - Federal Reserve Board
Greg Gupton - Fitch Ratings
David T. Hamilton - Moody's Investor Services
John Hull - University of Toronto
Robert Jarrow - Cornell University, Johnson School of Business
Ahmet Kocagil - Fitch Ratings
Dilip Madan - University of Maryland
Marco Naldi - Barclays Capital
Michael Ong - Illinois Institute of Technology
William Perraudin - Imperial College
Evan Picoult - Citigroup
Dmitry Pugachevsky - Quantifi Inc
Michael Pykhtin - Federal Reserve Board
Peter Ritchken - Case Western Reserve University
Dan Rosen - University of Toronto
Philipp J. Schönbucher - ETH Zurich
Jorge R. Sobehart - Citigroup
Stuart Turnbull - University of Houston
Donald R. Van Deventer - Kamakura Corporation
| 
