Journal of Credit Risk

LETTER FROM THE PUBLISHER

Nick Carver, Infopro Digital

On behalf of the board and the Risk Journals team, I am delighted to announce that Professor Nikunj Kapadia has taken over as co-editor-in-chief of The Journal of Credit Risk.

As a former associate editor of The Journal of Credit Risk, Nikunj knows the journal well and brings a wealth of experience editorially, having published with and served on the boards of several other journals. I am pleased to say that, over the past few months, he has already put in a great deal of work to ensure a smooth transition for both authors and associate editors, and I would like to take this opportunity to thank him for this.

By way of background, Nikunj is the chair and a professor of finance at the Isenberg School of Management of the University of Massachusetts. He holds a PhD in finance from the Stern School of Business, New York University, and an MBA from the Indian Institute of Management, Bangalore. Nikunj is broadly interested in the areas of credit and equity derivatives. In previous research, he has looked at the pricing of credit default swaps, the information content of credit ratings and the evolution of market-wide default risk. He has also investigated the pricing of the varianceriskpremiumandhasdevelopedindexestomeasureskewandtailriskfrom option prices. He is currently interested in the evolution of liquidity across equity and derivative markets.

Nikunj will be working closely with Linda Allen as co-editor-in-chief. I look forward to seeing the journal go from strength to strength under their leadership.