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| | This is the web's most comprehensive credit risk modeling and measurement resource for corporate debt. There are currently 1,951 references with abstracts to credit risk management and modeling related research. 1,618 of these are full text freely downloadable papers. If I have missed anything, then please contact me. The views expressed on this website are those of the individual contributors, and do not necessarily reflect the views of any related party or employer. New Research this week of September-29:New in previous weeks:Week of September-15 Week of September-8 Week of August-11 Week of July-28 Week of July-14 Week of June-2 Week of May-19 Week of May-5 Week of April-28 Week of April-21 Week of April-14 Week of April-7 See ALL Credit Research: | |
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About this Web SiteThis is not a vendor site. It is just my own. I have been excited by credit risk methodologies throughout my career. Although I am the principal author of CreditMetrics®, and LossCalc™, ... as well as contributed to Equity Structural and CDS models (and have a natural affinity for them), I am more of an advocate for the continued study of credit risk modeling. Wonderfully, there are over eighteen hundred researchers featured on this site (see the full list)! "I'm making the world less risky; one credit portfolio at a time!" -- Greg M. Gupton What I want is to advance the state-of-the-art of credit risk management ... through YOU. I hope to give you all the tools to understand the strengths and limits of credit value-at-risk models so you can take the best and ... I trust ... create better ones. This site has been under continual development since 2000 and will continue to grow. I'm trying to satisfy two audiences: Practitioners have a no-nonsense need to address risk in a timely fashion. Institutions hire research people to develop internal (and adapt external) risk measurement and pricing systems to address tangible needs. Academics have the more strategic, but no less difficult, need to efficiently access the many disparate sources of prior research and to gain insight into current practitioner practice & demand. Greg M. Gupton, Webmaster
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