Journal of Credit Risk
短名 | JCR |
Journal Impact | 0.38 |
国际分区 | BUSINESS, FINANCE(Q4) |
期刊索引 | SCI Q4中科院 4 区 |
ISSN | 1744-6619, 1755-9723 |
h-index | 12 |
国内分区 | 经济学(4区)经济学商业财政与金融(4区) |
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 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 risk capital adequacy.
涉及主题 | 经济业务财务精算学信用风险计算机科学数学计量经济学金融体系金融经济学图书馆学原创性研究统计宏观经济学医学资信证明 |
出版信息 | 出版商: Incisive Media Ltd.,出版周期: ,期刊类型: journal |
基本数据 | 创刊年份: 2011,原创研究文献占比: 100.00%,自引率:N.A., Gold OA占比: 0.00% |
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