Top Ten Most Viewed Authors

Here I list the ten most popularly "viewed" authors.  I find these names by summing the "hits" to all the pages with papers that they authored.  Then, taking these ten names, I list each researcher with their two most popular papers.  Remember, this is an exhibition, not a competition.  Please...no wagering.  Updated February-1

1 Damiano Brigo:

• Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending

• Restructuring Counterparty Credit Risk

2 Greg M. Gupton:

• CreditMetrics™ -- Technical Document

• Fitch Equity Implied Rating and Probability of Default Model

3 John Hull:

• CVA and Wrong Way Risk

• The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements

4 Alan White:

• CVA and Wrong Way Risk

• The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements

5 Dirk Tasche:

• Bayesian Estimation of Probabilities of Default for Low Default Portfolios

• Incorporating exchange rate risk into PDs and asset correlations

6 Edward I. Altman:

• Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy

• Default Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated Review of the Literature and Empirical Evidence

7 David Edmund Allen:

• Credit Risk Measurement Methodologies

• Beyond Reasonable Doubt: Multiple tail risk measures applied to European industries

8 Robert John Powell:

• Credit Risk Measurement Methodologies

• Beyond Reasonable Doubt: Multiple tail risk measures applied to European industries

9  Robert A. Jarrow:

• Structural Versus Reduced Form Models: A New Information Based Perspective

• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

10 Kay Giesecke:

• Credit Risk Modeling and Valuation: An Introduction

• Exploring the Sources of Default Clustering

• Most Prolific Credit Authors (i.e., all papers except 'code', 'liquidity', 'quant', and 'related')
• The Big List of all Authors featured on this site

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