Special Issue "Credit Risk Modeling and Management in Banking Business"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 20 December 2020.
Interests: risk management; financial regulation
The severity of the financial crisis is largely due to the fact that the banking sectors in many countries have taken excessive risk without correspondingly increasing their capital base. Financial regulation has strengthened capital requirements, especially for credit exposures, and has explicitly addressed the dimension of the macro-prudential stability of the banking system.
At the same time, there has been a tendency to review the logic of the internal models of credit risk measurement and capital determination. Questions still remain about the ability to maintain an adequate level of bank profitability.
In the light of these important developments, this Special Issue aims to provide original contributions on credit risk management, as well as identifying new factors, methodologies, and managerial solutions for estimating the exposure of financial intermediaries, the evolution prospects of banking supervision, and the financial and real implications of the crises.
Prof. Dr. Giampaolo Gabbi
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
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. Risks is an international peer-reviewed open access quarterly 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 1000 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.
- probability of default and recovery rates
- credit risk internal models
- credit risk regulation
- credit portfolio models
- credit derivatives and risk hedging