近几年来收集的一些信用风险方面的国外文献，有研究这个方面的朋友们可以看看，相信会有一些收获！
具体：
A comparative analysis of current credit risk.pdf
An empirical evaluation of structural credit risk models.pdf
An Integrated Market and Credit Risk Portfolio Model.pdf
Capital structure, credit risk, and macroeconomic conditions.pdf
Comparative Analysis of Alternative Credit Risk Models.pdf
Credit Risk Factor Modeling and the Basel II IRB Approach.pdf
CREDIT RISK MANAGEMENT GUIDANCE FOR HOME EQUITY LENDING.pdf
CREDIT RISK MODELING FOR CATASTROPHIC EVENTS.pdf
Credit Risk Modelling and Credit Derivatives.pdf
Dependence Modelling, Model Risk and Model Calibration in Models of Portfolio Credit Risk.pdf
FAST SIMULATION FOR MULTIFACTOR PORTFOLIO CREDIT RISK IN THE t-COPULA MODEL.pdf
Liquidity and Credit Risk.pdf
MODELING CREDIT RISK WITH PARTIAL INFORMATION.pdf
Sound credit risk assessment and valuation for loans.pdf
The Application of Asset Correlation in Credit Portfolio Risk.pdf