The Journal of Credit Risk

Focuses on the measurement and management of credit risk.

The Journal of Credit Risk led by editor-in-chief Ashish Dev, focuses on the measurement and management of credit risk, the valuation and hedging of credit products and the promotion of greater understanding in the areas of modelling and management of portfolio credit risk, advances in parameterising credit risk models, pricing and hedging of credit derivatives, structured credit products and securitizations, credit risk transfer techniques, regulatory issues such as Basel II, and much more.

The Journal of Credit Risk delivers academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. The journal serves broad and international readership communities that bridge academia and industry. The mission of The Journal of Credit Risk is to equip readers with the tools to fulfill their professional potential. Only original and innovative papers are published in the journal, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of credit risk managment.