| Issue Date | Title | Author(s) |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| Feb-2003 | Issues in the Credit Risk Modeling of Retail Markets | Allen, Linda; DeLong, Gayle; Saunders, Anthony |
| Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| Feb-2003 | AN INTEGRATED PRICING MODEL FOR DEFAULTABLE LOANS AND BONDS | Altman, Edward I.; Onorato, Mario |
| Sep-2002 | CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENT | Altman, Edward I. |
| 1999 | Estimating Risk Parameters | Damodaran, Aswath |
| Dec-2002 | Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature | Allen, Linda; Saunders, Anthony |
| May-2002 | A Survey of Cyclical Effects in Credit Risk Measurement Models | Allen, Linda; Saunders, Anthony |
| Nov-2001 | Risk Aversion and Allocation to Long-Term Bonds | Wachter, Jessica A. |
| 5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
