Journal of Credit Risk

Aims & Scope

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.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.3

SJR (SCImago Journal Rank)

Year	Value
2024	0.167

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	13

Journal Rank

Year	Value
2024	23327

Journal Citation Indicator

Year	Value
2024	28

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• The value of non-financial information in SME risk management

  Citation: 256

  Authors: Edward I., Gabriele, Nicholas

• Extensions to the Gaussian copula: random recovery and random factor loadings

  Citation: 209

  Authors: Leif, Jakob

• Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs

  Citation: 128

  Authors: Christoph, Mats

• Bond prices, default probabilities and risk premiums

  Citation: 99

  Authors: John, Mirela, Alan

• Merton's model, credit risk and volatility skews

  Citation: 96

  Authors: John, Izzy, Alan

• A fifty-year retrospective on credit risk models, the Altman Z -score family of models and their applications to financial markets and managerial strategies

  Citation: 94

  Authors: Edward I.

• Credit value adjustment for credit default swaps via the structural default model

  Citation: 91

  Authors: Alexander, Artur

• The credit crunch of 2007: what went wrong? Why? What lessons can be learned?

  Citation: 49

  Authors: John

• Beyond the Gaussian copula: stochastic and local correlation

  Citation: 48

  Authors: X, J., J

• Linear and non-linear credit scoring by combining logistic regression and support vector machines

  Citation: 47

  Authors: Tony, Bart, Peter, Johan, Joao

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