International Journal of Financial Engineering

Call for Papers

Introduction

Credit risk management is critical to financial institutions. Financial technology has empowered modern banking and their smart decisions, and intelligent algorithms are increasingly applied to the bond market for better pricing and risk assessment. We invite papers on any topic related to credit technology, credit scoring, credit rating and financial risk management of credit assets, with a special focus on new data mining and machine learning methodologies in risk forecasting and smart decisions.

Guest Editors

• Bart Baesens, KU Leuven, Belgium
• Anthony Bellotti, University of Nottingham Ningbo China
• Yizhe Dong, University of Edinburgh, UK
• Zhiyong Li, Southwestern University of Finance and Economics, China

The Special Issue is dedicated to the second Credit Scoring & Credit Rating conference (CSCR II) held in Ningbo on 21–23 Oct 2022, but open to all papers related to credit scoring and credit rating such as the following topics:

• Green loans, green bonds and ESG rating
• Climate change and credit risk
• International conflict/geopolitics and credit risk
• COVID-19 and credit risk
• Credit economics and corporate/consumer credit
• Financial institution regulation and the BASEL accord
• LGD/EAD modelling and IFRS
• Portfolio credit risk management
• Credit rating and analysis
• Corporate bond pricing and risk forecasting
• Risk assessment of small and micro businesses
• Corporate bankruptcy/financial distress prediction
• Economic capital estimation and stress testing
• Dynamic risk modelling and account management
• Profit scoring and risk-based pricing
• Propensity, retention and attrition scoring
• Fraud and collections scoring
• Reject inference
• Applications of ML/AI and big/alternative data to risk management

Timeline

Deadline of submissions: 30 September 2023
Expected publication: Q1/Q2 2024

All papers submitted to this special issue will be managed on a fast track basis while the standards of quality remain. There are no submission fees for the journal. Please follow the Submission Guidelines when submitting. https://www.worldscientific.com/page/ijfe/submission-guidelines

Aside from survey papers of an expository nature, contributions should be original research papers demonstrating the relevance and applicability of solutions to issues within the financial industry worldwide. The journal welcomes original research articles that reflect the dynamism and practicality of financial engineering, financial technology, and financial mathematical theories.