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DefaultRisk.com The web's biggest credit risk modeling resource.
credit, risk, default, swap, CDS, CDO, bankruptcy, debt, pricing, credit risk, capital, bond, value at risk, rating, risk management, raroc, derivatives, gupton, portfolio, PDF
A central resource for managers of credit risk measurement and modeling
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papers.htm | Category |
top10.htm | Top Ten Lists |
linkedin_researchers.htm | full list |
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books_cited_overall.htm | <img> |
contact_me.htm | contact me |
contact_submit.htm | Submit Your Paper |
pp_recov120.htm | Fluctuation Analysis for the Loss from Default |
pp_quant_31.htm | On Spherical Monte Carlo Simulations for Multivariate Normal Probabilities |
pp_quant_11.htm | Bounds for Functions of Dependent Risks |
pp_model255.htm | A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries |
pp_crdrv218.htm | Should a Derivatives Dealer make a Funding Value Adjustment? |
pp_corr166.htm | Informationally Dynamized Gaussian Copula |
pp_other240.htm | Counterparty Risk and Funding: The Four Wings of the TVA |
pp_model226.htm | Pricing Counterparty Risk Including Collateralization, Netting Rules, Re-Hypothecation and Wrong-Way Risk |
pp_crdrv201.htm | Restructuring Counterparty Credit Risk |
pp_crdrv195.htm | Collateralized CVA Valuation with Rating Triggers and Credit Migrations |
pa_other_71.htm | Statistical Merging of Rating Models |
pp_test_56.htm | Validating Default Models when the Validation Data are Corrupted: Analytic results and bias corrections |
pp_quant_30.htm | Numerical Solution of Jump-Diffusion SDEs |
pp_score_93.htm | Bankruptcy Prediction of Small and Medium Enterprises Using a Flexible Binary Generalized Extreme Value Model |
pp_model239.htm | Modelling Small and Medium Enterprise Loan Defaults as Rare Events: The generalized extreme value regression model |
pp_other247.htm | Valuation and Hedging of OTC Contracts with Funding Costs, Collateralization and Counterparty Credit Risk: Part 1 |
pp_model256.htm | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds |
pp_crdrv219.htm | An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk |
pp_corr168.htm | Aggregate and Firm-level Measures of Systemic Risk from a Structural Model of Default |
pa_sover_06.htm | Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
pp_price133.htm | CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models |
pp_other246.htm | Interest-Rate Modelling in Collateralized Markets: Multiple curves, credit-liquidity effects, CCPs |
pa_test_17.htm | A Framework for Loss Given Default Validation of Retail Portfolios |
pp_other241.htm | Funding, Collateral and Hedging: Uncovering the mechanics and the subtleties of funding valuation adjustments |
pp_price132.htm | An Economic Examination of Collateralization in Different Financial Markets |
pp_quant_29.htm | Barrier Options under Lévy Processes: a Short-Cut |
pa_cdo_04.htm | Recovering Portfolio Default Intensities Implied by CDO Quotes |
pa_sover_05.htm | Do Sovereign Credit Default Swaps Represent a Clean Measure of Sovereign Default Risk? A Factor Model Approach |
pp_price128.htm | Pricing of Derivatives Contracts under Collateral Agreements: Liquidity and funding value adjustments |
pp_other238.htm | Rethinking Capital Structure Arbitrage |
pp_score_92.htm | Assessing Municipal Bond Default Probabilities |
pp_other245.htm | CVA, FVA (and DVA?) with Stochastic Spreads: A feasible replication approach under realistic assumptions |
pa_corr_22.htm | Bank Capital, Interbank Contagion, and Bailout Policy |
pp_crdrv207.htm | Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause |
pp_other244.htm | THE FVA-DVA Puzzle: Completing Markets with Collateral Trading Strategies |
pp_corr167.htm | A Model for Dependent Defaults and Pricing Contingent Claims with Counterparty Risk |
pa_corr_21.htm | Assessing contagion risks in the CDS market |
pa_recov_45.htm | Loss Given Default Modeling: A comparative analysis |
pa_recov_44.htm | Relating LGD for Bank Loans to the State of the World |
pp_corr165.htm | On Multi-Particle Brownian Survivals and the Spherical Laplacian |
pa_recov_43.htm | Debt Structure, Market Value of Firm and Recovery Rate |
pp_other243.htm | Optimal Right and Wrong Way Risk |
pp_model254.htm | On Multivariate Extensions of Value-at-Risk |
pp_model253.htm | Collateral-Enhanced Default Risk |
pp_model252.htm | The Limits of Granularity Adjustments |
pp_crdrv217.htm | Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps |
pp_crdrv216.htm | CVA 'Demystified' |
pa_recov_42.htm | Ensemble Predictions of Recovery Rates |
pa_crdrv_10.htm | DVA for Assets |
pp_score_91.htm | The Art of PD Curve Calibration |
pp_other231.htm | LIBOR vs OIS: The Derivatives Discounting Dilemma |
pp_other_17.htm | Pricing and Hedging in the Presence of Extraneous Risks |
jel_classification.htm | JEL Classification |
msc/ams_classification.htm | AMS Classification |
top10_pop_papers.htm | Popular |
top10_newest.htm | Recent |
pp_model_20.htm | CreditMetrics® |
pp_recov_63.htm | LossCalc™ |
pp_score_67.htm | Equity Structural |
pp_other153.htm | CDS |
rs_gupton_greg.htm | Greg M. Gupton, Webmaster |
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