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™, ... as well as contributed to Equity Structural and CDS models (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 eighteen hundred researchers featured on this site (see the full list)!
"I'm making the world less risky;
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 internal (and adapt external) 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.