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 Welcome to www.journalofcreditrisk.com |
Out Now - Special Issue
Lessons from the Credit Crisis
Guest editor
Arthur Berd - Capital Fund Management |
Below, The Journal of Credit Risk presents a great line up of papers that covers topics ranging from tracking the history of the current crisis and its impact on the structure and the functioning of credit markets, to the analysis of the shortcomings of various credit risk models, to offering new methodologies that have withstood the test of the crisis. Among the contributing authors are some of the best known researchers from both academia and the industry, including Ed Altman (NYU), John Hull (University of Toronto), Omar Masood (University of East London) and Jeffrey Rosenberg (Bank of America).
I am confident that this special issue of The Journal of Credit Risk is a must read reference for anyone who is trying to comprehend the ongoing credit crisis and to draw the correct conclusions from it. I am also sure that it will give a new impetus to many other researchers to contribute their insights towards a better understanding of the complex issues facing the credit markets. The Editor-in-Chief and Associate Editors of The Journal of Credit Risk are always looking forward to hearing your opinions and receiving your papers on these and other topics.
Arthur M. Berd
Guest Editor, Special Issue
Journal of Credit Risk
Head of OTC and Macro Vol Strategies
Capital Fund Management
Paris, France
If you have any questions or comments about the Journal of Credit Risk or the website please contact us. |
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Letter from the Guest Editor
Arthur M. Berd
The ongoing credit crisis has dramatically impacted on many aspects of our profession,
even calling into question the very existence of institutions that have long been
among the pillars of the capital markets. Quantitative finance in general, and credit
analysis in particular, have suffered in reputation as many widely used models have
failed or were misinterpreted and misused. It is against this background that The Journal of Credit Risk has decided to dedicate its 2009 summer issue to “Lessons from the Credit Crisis”, the main objective being to uncover the roots of the credit crisis and to highlight the new realities that have emerged and the insights that were gained from it. The special issue features a great lineup of papers covering topics ranging from the tracking of the history of the current crisis and its impact on the structure and functioning of credit markets, to the analysis of the shortcomings of various credit risk models, to offering new methodologies designed to withstand the test of the crisis. |
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www.journalofcreditrisk.com |
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