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| Basel II: Objectives and Implications Darryll Hendricks |
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| Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds Stephen M. Schaefer and Ilya A. Strebulaev |
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| Prospects on Credit Stephen Kealhoffer |
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| Loan Pricing under Basel Capital Requirements Rafael Repullo and Javier Suarez |
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| Perspectives on Pricing in the Presence of Default Kenneth J. Singleton |
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| Current Corporate Credit Conditions in the United States Edward Altman |
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| The Role of Internal and External Ratings in the Credit Process Edward Altman |
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| The Role of Internal and External Ratings in the Credit Process Richard Cantor |
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| Dynamic Conditional Dynamic Conditional Correlation Models Correlation Models of Tail Dependence of Tail Dependence Robert Engle |
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| The Price of Credit Risk in Credit Default Swap and Corporate Bond Markets Ian W. Marsh |
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| The Distribution of Loan Portfolio Value Oldrich A. Vasicek |
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| Understanding the Recovery Rates on
Defaulted Securities Viral V. Acharya |
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| Portfolio Credit Risk Modeling: A Regulatory Perspective on the State of the Art Michael Gordy |
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| Credit Ratings and
Stock Liquidity Elizabeth R. Odders-White and Mark J. Ready |
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| Correlated Defaults and the Valuation of
Defaultable Securities Fan Yu |
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| Portfolio of Credit Risk Modeling - Overview David Lando |