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Welcome to www.journalofcreditrisk.com
Welcome to the Journal of Credit Risk website. The only international refereed Journal focusing on the measurement and management of credit risk.

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Letter from the Editor-In-Chief
Ashish Dev
The possible signs of a problem or crisis in a financial sector that could cause systemic effects may be actually easier to fathom than many other non-systemic, stochastic phenomena. It may be as simple as watching three things in conjunction: (i) the speed of growth of all non-niche financial sectors, (ii) the number of major private players in those sectors, and (iii) the extent of leverage used in those sectors.
Latest Issue
Volume 4 / Number 2
On recovery and intensity’s correlation: a new class of credit risk models
Raquel M. Gaspar and Irina Slinko
Asset correlations and credit portfolio risk: an empirical analysis
Klaus Duellmann, Martin Scheicher and Christian Schmieder
Technical Report
A note on the survival probability in CreditGrades
Rüdiger Kiesel and Luitgard A. M. Veraart
Correlation and asset correlation in the structural portfolio model
Jon Frye
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