Subjects -> BUSINESS AND ECONOMICS (Total: 3570 journals)
    - ACCOUNTING (132 journals)
    - BANKING AND FINANCE (306 journals)
    - BUSINESS AND ECONOMICS (1248 journals)
    - CONSUMER EDUCATION AND PROTECTION (20 journals)
    - COOPERATIVES (4 journals)
    - ECONOMIC SCIENCES: GENERAL (212 journals)
    - ECONOMIC SYSTEMS, THEORIES AND HISTORY (235 journals)
    - FASHION AND CONSUMER TRENDS (20 journals)
    - HUMAN RESOURCES (103 journals)
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    - INTERNATIONAL COMMERCE (145 journals)
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    - MACROECONOMICS (17 journals)
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    - PUBLIC FINANCE, TAXATION (37 journals)
    - TRADE AND INDUSTRIAL DIRECTORIES (2 journals)

INVESTMENTS (22 journals)

Showing 1 - 20 of 20 Journals sorted alphabetically
Construction Management and Economics     Hybrid Journal   (Followers: 24)
Engineering Economist, The     Hybrid Journal   (Followers: 4)
ICSID Review : Foreign Investment Law Journal     Hybrid Journal   (Followers: 15)
International Journal of Entrepreneurship and Small Business     Hybrid Journal   (Followers: 26)
International Journal of Portfolio Analysis and Management     Hybrid Journal   (Followers: 3)
International Journal of Social Entrepreneurship and Innovation     Hybrid Journal   (Followers: 18)
International Journal of Strategic Engineering Asset Management     Hybrid Journal   (Followers: 3)
Investment Analysts Journal     Hybrid Journal   (Followers: 1)
Investment Management and Financial Innovations     Open Access   (Followers: 1)
Journal of Credit Risk     Full-text available via subscription   (Followers: 1)
Journal of Finance and Investment Analysis     Open Access   (Followers: 4)
Journal of Investment Compliance     Hybrid Journal  
Journal of Money, Credit and Banking     Hybrid Journal   (Followers: 116)
Journal of Operational Risk     Full-text available via subscription   (Followers: 3)
Journal of Risk and Financial Management     Open Access   (Followers: 8)
Journal of Taxation of Investment     Full-text available via subscription   (Followers: 1)
Journal of the Economics of Ageing     Hybrid Journal   (Followers: 1)
Quaderni europei sul nuovo welfare     Free  
Technology and Investment     Open Access  
The Journal of Finance     Hybrid Journal   (Followers: 183)
Similar Journals
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Journal of Credit Risk
Journal Prestige (SJR): 0.228
Number of Followers: 1  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 1744-6619 - ISSN (Online) 1755-9723
Published by Risk.Net Homepage  [3 journals]
  • Sec-lending haircuts and indemnification pricing

    • Free pre-print version: Loading...

      Abstract: A pricing method for borrowed securities that includes haircut and indemnification is introduced
      PubDate: Thu, 17 Feb 2022 04:30:00 +000
       
  • XVAs and counterparty credit risk for energy markets: addressing the
           challenges and unravelling complexity

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      Abstract: In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss practical challenges in the modelling and risk management of XVAs and CCR in the energy markets, and how to overcome them.
      PubDate: Thu, 02 Dec 2021 10:34:59 +000
       
  • Credit risk & modelling – Special report 2021

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      Abstract: This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.
      PubDate: Wed, 17 Nov 2021 17:02:10 +000
       
  • The wild world of credit models

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      Abstract: The Covid-19 pandemic has induced a kind of schizophrenia in credit risk models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in the hands of consumers and businesses, the models changed course, leading banks to release reserves back into the income statement. This year, the models have shifted yet again as the stimulus programmes wind down and banks assess the impact on borrowers
      PubDate: Wed, 17 Nov 2021 16:46:44 +000
       
  • Driving greater value in credit risk and modelling

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      Abstract: A forum of industry leaders discusses the challenges facing banks in measuring and mitigating credit risk in the current environment, and strategies to adapt to a more stringent regulatory framework in the future
      PubDate: Wed, 17 Nov 2021 16:38:30 +000
       
  • Accelerating the evolution of credit decisioning and modelling

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      Abstract: Anthony Mancuso, director, global head of risk modelling and decisioning at SAS explains the importance of developing a fully capable credit modelling lifecycle to empower non-specialist personnel, and offers insight into its own solutions to this end, which can provide a seamless experience across business lines and improve the speed of credit decisions
      PubDate: Wed, 20 Oct 2021 14:06:18 +010
       
  • Natural language processing and transformer models for credit risk

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      Abstract: News feeds are factored into models to predict credit events
      PubDate: Mon, 23 Aug 2021 04:30:00 +010
       
  • PBs get new help in war on generosity

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      Abstract: Big FX venue operators offer way to reduce overallocation of credit
      PubDate: Fri, 23 Jul 2021 04:30:00 +010
       
  • The outlook for 2021 – Credit risk

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      PubDate: Mon, 01 Feb 2021 13:38:42 +000
       
  • Monthly credit data review: UK corporates’ post-Brexit slide

    • Free pre-print version: Loading...

      Abstract: UK financials show steady post-Brexit decline in credit quality; EU financials now on par
      PubDate: Wed, 11 Oct 2017 07:00:00 +010
       
  • Calibrating Heston for credit risk

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      Abstract: Marco de Innocentis and Sergei Levendorskiĭ describe a faster and more accurate method for market-implied calibration of the Heston model
      PubDate: Wed, 13 Sep 2017 10:35:31 +010
       
  • Monthly credit data review: energy sector firing on all cylinders

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      Abstract: Bank-sourced credit data shows rising confidence about oil and gas firms
      PubDate: Thu, 31 Aug 2017 07:00:00 +010
       
  • Monthly credit data review: the Amazon effect and a rising Russian state

    • Free pre-print version: Loading...

      Abstract: David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
      PubDate: Mon, 31 Jul 2017 13:46:52 +010
       
  • Exploring a new frontier: Using cognitive technology to strengthen credit
           risk management

    • Free pre-print version: Loading...

      Abstract: Cognitive technology has the power to enhance the efficiency and accuracy of credit risk management practices, but views on implementation remain mixed. As these new technologies become more established, organisations that embrace them can become more agile and competitive.
      PubDate: Mon, 26 Jun 2017 15:10:42 +010
       
  • Managing and monitoring a single view of concentration risk

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      Abstract: Banking standards for monitoring and controlling large exposures have uncovered a need for tools that can streamline credit risk management systems and create a single enterprise-wide view of risk as an early warning system against future crises
      PubDate: Wed, 07 Jun 2017 11:52:39 +010
       
  • Risk managers in power struggle over IFRS 9 model development

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      Abstract: Putting accounting specialists in charge of IFRS 9 models is ‘not optimal’
      PubDate: Thu, 18 May 2017 05:00:00 +010
       
  • Monthly credit data review: gloomier than spreads suggest

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      Abstract: David Carruthers of Credit Benchmark looks at banks’ credit risk data
      PubDate: Wed, 26 Apr 2017 06:00:00 +010
       
  • Banks look to repurpose credit risk models for IFRS 9

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      Abstract: Dealers adapt capital models for new accounting standard, but shortcut has challenges
      PubDate: Tue, 25 Apr 2017 13:45:34 +010
       
  • Spike in bad loans raises scrutiny of P2P credit models

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      Abstract: Jump in delinquencies at some lenders prompts questions over modelling practices, but firms stand by their approach
      PubDate: Fri, 07 Apr 2017 06:00:00 +010
       
  • CLO investors fret as rate hikes loom

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      Abstract: Rising default rates could trigger a stampede out of the market
      PubDate: Wed, 15 Mar 2017 08:14:20 +000
       
  • Banks seek capital relief for ECL reserves

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      Abstract: Capital rules fail to recognise risk-reducing effect of loss reserves, lenders say
      PubDate: Tue, 14 Mar 2017 01:00:00 +000
       
  • Basel set to decide on capital relief for accounting changes

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      Abstract: Phase-in to IFRS 9 and Cecl needed to avert "a dramatic overnight drop in regulatory capital", say auditors
      PubDate: Mon, 16 Jan 2017 00:05:00 +000
       
  • Multiple NPL models better than single models, research finds

    • Free pre-print version: Loading...

      Abstract: Combinations of models produce better NPL estimates in study of Greek crisis
      PubDate: Tue, 29 Nov 2016 08:54:13 +000
       
  • Exposing actionable insights in credit risk management

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      Abstract: Business leaders from Moody’s Analytics and Qlik discuss the value of industry data and visual analytics
      PubDate: Tue, 15 Nov 2016 15:39:00 +000
       
  • Banks: OCC guidance forced downgrade of healthy energy loans

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      Abstract: Loans with low loss given defaults now considered impaired, lenders complain
      PubDate: Fri, 04 Nov 2016 10:39:00 +000
       
  • Interview: US Treasury CRO on credit risk, Tarp and cyber threats

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      Abstract: Ken Phelan stresses importance of credit risk management in key Treasury role
      PubDate: Fri, 07 Oct 2016 13:44:00 +010
       
  • Loan classification under IFRS 9

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      Abstract: IFRS 9 requires classifying non-defaulted loans in two stages depending on their credit quality evolution since initial recognition by the bank. In this paper, Vivien Brunel proposes an optimal way to perform this classification. Target values of some key performance indicators of the provisioning model emerge from the implementation of this process. In particular he computes the target value of the stage 2 ‘hit rate’ and the size of the stage 2 portfolio
      PubDate: Tue, 03 May 2016 15:58:00 +010
       
  • Banking redefined: Helping clients succeed in the new market structure

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      Abstract: The relationship between banks and their clients is changing. Clients face a range of new challenges arising from higher capital requirements and changing market structure, notes Mark Goodman, UBS global head of electronic trading for foreign exchange, rates and credit. In this increasingly complex market landscape, successful banks will be those that deliver innovative, cost-effective ways to help clients find the right liquidity and achieve quality execution
      PubDate: Tue, 29 Mar 2016 09:00:00 +010
       
  • Industry fears grow ahead of Basel IRB consultation

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      Abstract: Biggest share of bank capital at stake as regulators take aim at credit models
      PubDate: Fri, 18 Mar 2016 13:33:00 +000
       
  • CVA with Greeks and AAD

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      Abstract: Calculating CVA is a daunting task. Here, Adil Reghai, Othmane Kettani and Marouen Messaoud introduce a new approach for CVA valuation in a Monte Carlo setting using adjoint algorithmic differentiation. They take advantage of the duality relationships between parameter and hedging sensitivities combined with the martingale representation theorem to calculate CVA in an efficient manner
      PubDate: Fri, 27 Nov 2015 16:00:00 +000
       
  • Jumping with default: wrong-way risk modelling for CVA

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      Abstract: Fabio Mercurio and Minqiang Li investigate credit valuation adjustments (CVAs) in the presence of wrong-way risk by introducing jumps at default to model the correlation between counterparty default and relevant risk factors. Efficient approximations based on CVA formulas with the independence assumption are presented, and numerical examples for a cross-currency swap and a vanilla interest rate swap are showcased
      PubDate: Wed, 04 Nov 2015 13:06:00 +000
       
  • FVA for general instruments

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      Abstract: Computing the funding valuation adjustment (FVA) is hard, as it requires the numerical solution of generally non-linear partial differential equations. In this paper, Alexander Antonov, Marco Bianchetti and Ion Mihai develop a universal and efficient approach to numerical FVA calculation for portfolios of general instruments with multiple stochastic assets and funding sources
      PubDate: Tue, 03 Nov 2015 13:46:00 +000
       
  • Wrong-way risk done right

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      Abstract: Here, Jacky Lee and Luca Capriotti present an arbitrage-free valuation framework for the counterparty exposure of credit derivatives portfolios. The method is able to consistently capture the effects of credit spread volatility and credit correlations. By introducing fast semi-analytical approximations, they demonstrate how the proposed approach can be used to handle large portfolios of credit default swaps under financially realistic models of default intensities
      PubDate: Fri, 28 Aug 2015 10:42:00 +010
       
  • Banks attack proposed risk weights for specialised loans

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      Abstract: EU lenders say both of the EBA’s suggested methods for risk-weighting real estate and other specialised loans would distort regulatory capital
      PubDate: Mon, 17 Aug 2015 17:02:00 +010
       
  • Shadow banks eye accounts receivable as lenders retreat

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      Abstract: Providing loans against unpaid invoices is an old business that is being done in some very new ways. Facing increased capital costs, banks are retreating into a distribution and structuring role, with hedge funds and other investors taking the credit risk
      PubDate: Wed, 22 Jul 2015 10:13:00 +010
       
  • Malaysia central bank: credit reporting could unite Asean markets

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      Abstract: The Asean Economic Community faces a challenge of successfully integrating regional financial markets, Bank Negara's Muhammad bin Ibrahim says
      PubDate: Thu, 14 May 2015 10:02:00 +010
       
  • BIS research posits test for unsustainable credit growth

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      Abstract:
      Authors link long-run credit growth with leverage and debt service ratio, proposing a model they claim would have helped predict the 2008 financial crisis three years before it struck
      PubDate: Mon, 11 May 2015 11:31:19 +010
       
  • Warehousing credit risk: pricing, capital and tax

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      Abstract: Warehousing of credit risk increases capital requirements and influences profit and loss. Profits are taxable and losses provide tax credits. Here, Chris Kenyon and Andrew Green extend the semi-replication approach of Burgard and Kjaer to formalise credit risk warehousing effects on pricing, including capital, and tax adjustments
      PubDate: Tue, 03 Feb 2015 15:48:00 +000
       
  • IMF report calls for reform of securitisation markets

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      Abstract: Staff report emphasises need to make securitisation practices more robust while spurring demand; calls for standardised classifications of underlying risk characteristics
      PubDate: Fri, 30 Jan 2015 13:40:54 +000
       
  • CCPs confront the difficult maths of default management

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      Abstract: When a member of a clearing house goes down, surviving banks send some of their coolest heads to help run the default management process. It worked well when Lehman Brothers collapsed, but there are more CCPs today, and they all have the same set of members. Cécile Sourbes reports
      PubDate: Wed, 28 Jan 2015 06:02:00 +000
       
  • Credit portfolio manager of the year: Crédit Agricole

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      Abstract: Innovative structuring allowed Crédit Agricole to transfer trade finance risk to an arm of the World Bank, freeing up capital. The bank's CPM team also saw its role expand to cover liquidity and funding
      PubDate: Mon, 12 Jan 2015 15:38:00 +000
       
  • Path-consistent wrong-way risk

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      Abstract: In this paper, Klaus Böcker and Michael Brunnbauer define a general copula wrong-way risk (WWR) model and show how different copulas affect results such as potential future exposure and credit valuation adjustment figures. They present a very general model that respects the pathwise structure of future exposure and reconciles different existing models under the same framework
      PubDate: Mon, 27 Oct 2014 15:15:00 +000
       
  • How to hedge CVA without being hurt

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      Abstract: Banks can reduce their CVA capital burden by using regulator-approved hedges, but only at the risk of painful accounting losses. The solution is a new hedging instrument that works under both regimes. By Dirk Schubert
      PubDate: Thu, 28 Aug 2014 16:03:00 +010
       
  • Credit exposure models backtesting for Basel III

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      Abstract: The Basel Committee on Banking Supervision has introduced strict regulatory guidance on how to validate and backtest internal model methods for credit exposure. Fabrizio Anfuso, Dimitrios Karyampas and Andreas Nawroth incorporate theseguidelines into a comprehensive statistical backtesting framework based on four pillars: risk factors, correlation, portfolio backtesting and capital buffer computation
      PubDate: Thu, 28 Aug 2014 15:39:00 +010
       
  • Adjoint credit risk management

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      Abstract: Adjoint algorithmic differentiation is one of the principal innovations in risk management in recent times. Luca Capriotti and Jacky Lee show how this technique can be used to compute real-time risk for credit products, even those valued with fast semi-analytical methods, like credit default swaps, indexes and swaptions
      PubDate: Wed, 23 Jul 2014 18:03:00 +010
       
 
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