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% |
期刊引文格式
这些示例是对学术期刊文章的引用，以及它们应该如何出现在您的参考文献中。
并非所有期刊都按卷和期组织其已发表的文章，因此这些字段是可选的。有些电子期刊不提供页面范围，而是列出文章标识符。在这种情况下，使用文章标识符而不是页面范围是安全的。
只有1位作者的期刊
有2位作者的期刊
有3位作者的期刊
有5位以上作者的期刊
书籍引用格式
以下是创作和编辑的书籍的参考文献的示例。
学位论文引用格式
网页引用格式
这些示例是对网页的引用，以及它们应该如何出现在您的参考文献中。
专利引用格式
最新文章
Credit risk management: a systematic literature review and bibliometric analysis
2024-1-1
Credit portfolio modeling and pricing using the Poisson binomial distribution
2024-1-1
Characteristics of student loan credit recovery: evidence from a micro-level data set
2024-1-1
Random survival forests and Cox regression in loss given default estimation
2024-1-1
Consumer credit card payment dynamics over the economic cycle
2024-1-1
How do credit rating agencies and bond investors react to credit guarantees? Evidence from China’s municipal corporate bond market
2024-1-1
Small and medium-sized enterprises’ time to default: an analysis using an improved mixture cure model with time-varying covariates
2023-1-1
Dynamic class-imbalanced financial distress prediction based on case-based reasoning integrated with time weighting and resampling
2023-1-1
Default forecasting based on a novel group feature selection method for imbalanced data
2023-1-1
Emulating the Standard Initial Margin Model: initial margin forecasting with a stochastic cross-currency basis
2023-1-1
Benchmarking machine learning models to predict corporate bankruptcy
2023-1-1
Nonbanking financial institutions and sustainability issues: empirical evidence on the impact of environmental, social and governance scores on market performance
2023-1-1
The role of a green factor in stock prices: when Fama and French go green
2023-1-1
using the XGBoost classification algorithm and model interpretability techniques
2023-1-1
Credit contagion risk in German auto loans
2023-1-1
Emulating the Standard Initial Margin Model: initial margin forecasting with a stochastic cross-currency basis
2023-1-1
Understanding and predicting systemic corporate distress: a machine-learning approach
2023-1-1
Tail sensitivity of stocks to carbon risk: a sectoral analysis
2023-1-1
Banking on personality: psychometrics and consumer creditworthiness
2023-1-1
Pricing default risk in stochastic time
2023-1-1
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default
2023-1-1
Managerial connections and corporate risk-taking: evidence from the Great Recession
2023-1-1
Instabilities in Cox proportional hazards models in credit risk
2023-1-1
Repo haircuts and economic capital: a theory of repo pricing
2022-1-1
The loss optimization of loan recovery decision times using forecast cashflows
2022-1-1
On comprehensive balance sheet stress testing and net interest income risk attribution
2022-1-1
Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
2022-1-1
Dynamic initial margin estimation based on quantiles of Johnson distributions
2022-1-1
Risks of long-term auto loans
2022-1-1
Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations
2022-1-1
Sovereign probabilities of default in the euro area
2022-1-1
Merton’s model with recovery risk
2022-1-1
Generalized additive modeling of the credit risk of Korean personal bank loans
2022-1-1
An effective credit rating method for corporate entities using machine learning
2022-1-1
A structural credit risk model based on purchase order information
2022-1-1
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
2022-1-1
A three-factor hazard rate model for single-name credit default swap pricing
2022-1-1
How a credit run affects asset correlation
2022-1-1
Generalised additive modelling of the credit risk of Korean personal bank loans
2021-9-13
Bankcard performance during the Great Recession: a consumer-level analysis
2021-1-6
The economics of debt collection, with attention to the issue of salience of collections at the time credit is granted
2021-1-6
Does economic policy uncertainty exacerbate corporate financial distress risk?
2021-1-1
Ensemble methods for credit scoring of Chinese peer-to-peer loans
2021-1-1
Agency problems in multinational banks: does parent complexity affect the risk-taking of subsidiaries?
2021-1-1
Incorporating small-sample defaults history in loss given default models
2021-1-1
An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
2021-1-1
Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
2021-1-1
Forecasting consumer credit recovery failure: classification approaches
2021-1-1
Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom: who are they?
2021-1-1
A survey of machine learning in credit risk
2021-1-1
帮你贴心管理全部的文献
研飞ivySCI，高效的论文管理
投稿经验分享
分享我的经验，帮你走得更远