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Greg M. Gupton

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This is the web's most comprehensive credit risk modeling and measurement resource for corporate debt. There are currently 1,551 references with abstracts to credit risk management and modeling related research, 1,322 of these are full text freely downloadable papers. If I have missed anything, then please contact me.

 

Job Resources ... enjoy.

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New Research this week of November-15:

New in previous weeks:

Week of November-8 Week of November-1 Week of October-25 Week of October-18 Week of October-11 Week of October-4 Week of September-27 Week of September-20 Week of September-13 Week of September-6 Week of August-30 Week of August-23 Week of August-16 Week of August-9 Week of August-2
  • The "Big List" of 1,711 researchers who are listed authors on DefaultRisk posted papers. New this month, are over 600 linked names to these author's pages. I encourage you to get to know your fellow researchers.
  • Bank ManagementBank Management
    by Timothy W. Koch, S. Scott MacDonald
    South-Western College, July 2009, Hardcover, 820 pages
Week of July-26 Week of July-19 Week of July-12 Week of July-5 Week of June-28 Week of June-21 Week of June-14 Week of June-7 Week of May-31 Week of May-24


About this Web Site

This 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™ (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 seventeen 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 internally (and adapt from external sources) 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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