Ratings agencies quantify the amount of credit risk associated with bonds so investors can understand exactly what they’re getting into. When an investor purchases a bond, they are essentially ...

Today’s financial landscape is evolving rapidly in many ways. One of them is how managing credit risk is a cornerstone of ...

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 ...

Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no ...

This special issue of The Journal of Credit Risk addresses the role of machine learning in credit risk analysis. As noted in the impressive survey paper that opens the issue, “A survey of machine ...