Scimago Journal & Country Rank

Journal of Credit Risk

Country

United States

Universities and research institutions in United States
Media Ranking in United States

Subject Area and Category

Publisher

Incisive Media Ltd.

H-Index

12

Publication type

Journals

ISSN

17446619, 17559723

Coverage

2011-2023

Information

Homepage

sarah.campbell@infopro-digital.com

Scope

With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. The Journal of Credit Risk focuses on the measurement and management of credit risk, the valuation and hedging of credit products, and aims to promote a greater understanding in the area of credit risk theory and practice. The Journal of Credit Risk considers submissions in the form of research papers and technical papers, on topics including, but not limited to: Modelling and management of portfolio credit risk Recent advances in parameterizing credit risk models: default probability estimation, copulas and credit risk correlation, recoveries and loss given default, collateral valuation, loss distributions and extreme events Pricing and hedging of credit derivatives Structured credit products and securitizations e.g. collateralized debt obligations, synthetic securitizations, credit baskets, etc. Measuring managing and hedging counterparty credit risk Credit risk transfer techniques Liquidity risk and extreme credit events Regulatory issues, such as Basel II, internal ratings systems, credit-scoring techniques and credit risk capital adequacy. Join the conversation about this journal
Quartiles

The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

CategoryYearQuartile
Economics and Econometrics2012Q4
Economics and Econometrics2013Q4
Economics and Econometrics2014Q2
Economics and Econometrics2015Q3
Economics and Econometrics2016Q3
Economics and Econometrics2017Q3
Economics and Econometrics2018Q4
Economics and Econometrics2019Q3
Economics and Econometrics2020Q3
Economics and Econometrics2021Q3
Economics and Econometrics2022Q4
Economics and Econometrics2023Q4
Finance2012Q4
Finance2013Q4
Finance2014Q2
Finance2015Q3
Finance2016Q3
Finance2017Q3
Finance2018Q4
Finance2019Q3
Finance2020Q3
Finance2021Q3
Finance2022Q4
Finance2023Q4
SJR

The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. It is based on the idea that 'all citations are not created equal'. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from It measures the scientific influence of the average article in a journal, it expresses how central to the global scientific discussion an average article of the journal is.

YearSJR
20120.140
20130.173
20140.648
20150.249
20160.270
20170.228
20180.192
20190.227
20200.259
20210.264
20220.164
20230.181
Total Documents

Evolution of the number of published documents. All types of documents are considered, including citable and non citable documents.

YearDocuments
201117
201214
201315
201416
201515
201616
201713
201815
201910
202013
202116
202216
202316
Citations per document

This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. The chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric.

Cites per documentYearValue
Cites / Doc. (4 years)20110.000
Cites / Doc. (4 years)20120.412
Cites / Doc. (4 years)20130.355
Cites / Doc. (4 years)20140.717
Cites / Doc. (4 years)20150.613
Cites / Doc. (4 years)20160.367
Cites / Doc. (4 years)20170.274
Cites / Doc. (4 years)20180.533
Cites / Doc. (4 years)20190.644
Cites / Doc. (4 years)20200.704
Cites / Doc. (4 years)20211.078
Cites / Doc. (4 years)20220.704
Cites / Doc. (4 years)20230.582
Cites / Doc. (3 years)20110.000
Cites / Doc. (3 years)20120.412
Cites / Doc. (3 years)20130.355
Cites / Doc. (3 years)20140.717
Cites / Doc. (3 years)20150.378
Cites / Doc. (3 years)20160.326
Cites / Doc. (3 years)20170.234
Cites / Doc. (3 years)20180.591
Cites / Doc. (3 years)20190.705
Cites / Doc. (3 years)20200.632
Cites / Doc. (3 years)20211.158
Cites / Doc. (3 years)20220.436
Cites / Doc. (3 years)20230.667
Cites / Doc. (2 years)20110.000
Cites / Doc. (2 years)20120.412
Cites / Doc. (2 years)20130.355
Cites / Doc. (2 years)20140.621
Cites / Doc. (2 years)20150.258
Cites / Doc. (2 years)20160.097
Cites / Doc. (2 years)20170.226
Cites / Doc. (2 years)20180.655
Cites / Doc. (2 years)20190.607
Cites / Doc. (2 years)20200.640
Cites / Doc. (2 years)20210.696
Cites / Doc. (2 years)20220.379
Cites / Doc. (2 years)20230.781
Total Cites 
Self-Cites

Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years.
Journal Self-citation is defined as the number of citation from a journal citing article to articles published by the same journal.

CitesYearValue
Self Cites20110
Self Cites20122
Self Cites20130
Self Cites20145
Self Cites20154
Self Cites20164
Self Cites20175
Self Cites20184
Self Cites20194
Self Cites20203
Self Cites202112
Self Cites20223
Self Cites20232
Total Cites20110
Total Cites20127
Total Cites201311
Total Cites201433
Total Cites201517
Total Cites201615
Total Cites201711
Total Cites201826
Total Cites201931
Total Cites202024
Total Cites202144
Total Cites202217
Total Cites202330
External Cites per Doc 
Cites per Doc

Evolution of the number of total citation per document and external citation per document (i.e. journal self-citations removed) received by a journal's published documents during the three previous years. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journal’s documents.

CitesYearValue
External Cites per document20110
External Cites per document20120.294
External Cites per document20130.355
External Cites per document20140.609
External Cites per document20150.289
External Cites per document20160.239
External Cites per document20170.128
External Cites per document20180.500
External Cites per document20190.614
External Cites per document20200.553
External Cites per document20210.842
External Cites per document20220.359
External Cites per document20230.622
Cites per document20110.000
Cites per document20120.412
Cites per document20130.355
Cites per document20140.717
Cites per document20150.378
Cites per document20160.326
Cites per document20170.234
Cites per document20180.591
Cites per document20190.705
Cites per document20200.632
Cites per document20211.158
Cites per document20220.436
Cites per document20230.667
% International Collaboration

International Collaboration accounts for the articles that have been produced by researchers from several countries. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address.

YearInternational Collaboration
20115.88
201221.43
201313.33
201425.00
201533.33
201618.75
20177.69
201826.67
20190.00
202023.08
202131.25
202218.75
202312.50
Citable documents 
Non-citable documents

Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers.

DocumentsYearValue
Non-citable documents20110
Non-citable documents20120
Non-citable documents20130
Non-citable documents20140
Non-citable documents20150
Non-citable documents20160
Non-citable documents20170
Non-citable documents20180
Non-citable documents20190
Non-citable documents20200
Non-citable documents20210
Non-citable documents20220
Non-citable documents20230
Citable documents20110
Citable documents201217
Citable documents201331
Citable documents201446
Citable documents201545
Citable documents201646
Citable documents201747
Citable documents201844
Citable documents201944
Citable documents202038
Citable documents202138
Citable documents202239
Citable documents202345
Cited documents 
Uncited documents

Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year.

DocumentsYearValue
Uncited documents20110
Uncited documents201211
Uncited documents201321
Uncited documents201430
Uncited documents201533
Uncited documents201634
Uncited documents201738
Uncited documents201830
Uncited documents201927
Uncited documents202025
Uncited documents202121
Uncited documents202226
Uncited documents202329
Cited documents20110
Cited documents20126
Cited documents201310
Cited documents201416
Cited documents201512
Cited documents201612
Cited documents20179
Cited documents201814
Cited documents201917
Cited documents202013
Cited documents202117
Cited documents202213
Cited documents202316
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