雜志介紹

Journal Of Credit Risk雜志介紹

《Journal Of Credit Risk》是一本以English為主的未開放獲取國際優秀期刊，中文名稱信用風險雜志，本刊主要出版、報道經濟學-BUSINESS, FINANCE領域的研究動態以及在該領域取得的各方面的經驗和科研成果，介紹該領域有關本專業的最新進展，探討行業發展的思路和方法，以促進學術信息交流，提高行業發展。該刊已被國際權威數據庫SCIE收錄，為該領域相關學科的發展起到了良好的推動作用，也得到了本專業人員的廣泛認可。最新CiteScore 指數為0.9。

英文介紹

Journal Of Credit Risk雜志英文介紹

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.