JCR 2024 : Journal of Credit Risk Call for Papers

The Journal of Credit Risk is welcoming submissions of original research papers for our 2024 editions.

With the adoption of machine learning and artificial intelligence in financial
institutions, credit analysis methodologies and applications are rapidly evolving.

The Journal of Credit Risk is at the forefront in tackling the many issues and challenges posed by these novel technologies both in and out of periods of financial
crisis. Topics include fintech, liquidity risk and the connection to credit risk, the
valuation and hedging of credit products, and the promotion of 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 reports on, but not limited to, the following topics:

• Modeling 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.
• The pricing and hedging of credit derivatives.
• Structured credit products and securitizations, eg, collateralized debt obligations,
synthetic securitizations, credit baskets, etc.
• Machine learning and artificial intelligence.
• Credit risk implications of blockchain, crypto currencies and fintech firms.
• Measuring, managing and hedging counterparty credit risk.
• Credit risk transfer techniques.
• Liquidity risk and extreme credit events.
• Regulatory issues, such as Basel II and III, internal ratings systems, credit-scoring
techniques and credit risk capital adequacy.

Submission Requirements
Manuscripts should be prepared for publication in accordance with our submissions guidelines, which can be found
at: http://www.risk.net/static/risk-journals-submission-guidelines
All submissions will be subject to a peer review process by at least two independent peer reviewers.
Final decisions on paper acceptance will be given by the Editor-in-Chief.

The Journal has a strict length policy. Research papers should not exceed 8,000 words, including references. Submissions
should be sent via the online submission site: https://editorialexpress.com/risk