Credit Risk Modelling: Current Practices and Applications
A special issue of Computation (ISSN 2079-3197). This special issue belongs to the section "Computational Engineering".
Deadline for manuscript submissions: closed (31 March 2023) | Viewed by 3787
Special Issue Editors
Interests: commercial banking; corporate finance; financial management; financial literacy
Special Issues, Collections and Topics in MDPI journals
2. Faculty of Business, Management and Economics, University of Latvia, LV-1050 Riga, Latvia
Interests: financial technologies; financial management and asset management; risk management; compliance and regulations; corporate finance; corporate governance; audit management; financial services; behavioral economics
Special Issues, Collections and Topics in MDPI journals
Interests: financial technologies; financial management; asset management
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Since the Basel Committee on Banking Supervision’s 1999 report, "Credit Risk Modelling: Current Practices and Applications", credit risk modeling has remained a topic of significant interest in the field of computation. The global financial crisis, COVID-19 pandemic and growing inflationary pressures, among other factors, have provided a new impetus for the development of sophisticated credit risk modeling techniques. This poses many challenges to credit analysts, investment bankers, corporate bankers, asset managers, policy makers and the academic community. This Special Issue aims to present the latest theoretical and empirical developments in the field of measuring and modeling credit risk. We are seeking papers that explore various aspects of credit risk assessment models. Topics of interest include, but are not limited to:
- Loan portfolio risk modeling;
- Counterparty credit risk;
- Regulatory oversight of credit risk models;
- Sovereign risk;
- Interest rate risk;
- Stress testing;
- Measuring credit risk: probability of default and LGD;
- Credit scoring models;
- Current developments of structural and reduced-form models;
- Rating-based models;
- Use of big data and artificial intelligence (AI) in credit risk modeling.
Dr. Dancho Petrov
Prof. Dr. Simon Grima
Prof. Dr. Inna Romānova
Guest Editors
Manuscript Submission Information
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Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Computation is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- credit risk
- loan portfolio
- default risk
- probability and distance to default
- market risk, moral hazard and adverse selection
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