| Issue Date | Title | Author(s) |
| May-2002 | Revisiting Credit Scoring Models in a Basel 2 Environment | Altman, Edward I. |
| Oct-2002 | Defaults and Returns on High Yield Bonds: Analysis Through September 30, 2002 | Altman, Edward I.; Bana, Gaurav |
| 1-Jul-2002 | Fixed Income Pricing | Dai, Qiang; Singleton, Kenneth |
| Sep-2002 | CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENT | Altman, Edward I. |
| 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-2002 | Credit Risk Analysis and Security Design | Inderst, Roman; Müller, Holger M. |
| 30-Oct-2002 | Pricing Inflation-Indexed Convertible Bonds with Credit Risk | Landskroner, Yoram; Raviv, Alon |
| 15-May-2002 | Habit Formation and Returns on Bonds and Stocks | Wachter, Jessica A. |
| Oct-2002 | How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? | Huang, Jing-zhi; Huang, Ming |
