（所有资源均来自Edward I. Altman的个人主页：http://pages.stern.nyu.edu/~ealtman/）
About Edward I. Altman ：
Edward Altman is the MaxL. Heine Professor of Finance at the Stern School of Business, New YorkUniversity. Since 1990, he has directed the research effort in Fixed Income andCredit Markets at the NYU Salomon Centerand is currently the Vice-Director of the Center. Prior to serving in hispresent position, Professor Altman chaired the Stern School'sMBA Program for 12 years. He has been a visiting Professor at the Hautes Etudes Commerciales and Universite de Paris-Dauphine in France,at the Pontificia Catolica Universidade in Rio de Janeiro,at the Australian Graduate School of Management in Sydneyand Luigi Bocconi Universityin Milan.

Edward I. Altman教授是国际著名的金融学家，专门从事企业的信用风险管理研究，他在1968年提出的Z-Score风险预警模型，更是众多风险估值方法和预警管理模型的鼻祖，并因此享誉国际。

Edward I. Altman教授，目前是纽约大学(New York University) 金融系的讲座教授(Chair Professor)与纽约大学Salomon 研究中心的Deputy Director，也是美国著名金融杂志Journal of Banking and Finance的执行编辑。其主要研究领域包括：企业危机之预测与诊断、金融行业的风险管理、商业银行贷款策略研究、资本市场与公司理财研究等。

目录
A Flexible Approach to Modeling Ultimate Recoveries on Defaulted Loans and Bonds
A Simple Empirical Model of Equity-Implied Probabilities of Default
About Corporate Default Rates, 2007
An Analysis Critique of the BIS Proposal on Capital Adequacy and Ratings, 1/2000
An Emerging Market Credit Scoring System for Corporate Bonds
An Integrated Pricing Model for Defaultable Loans and Bonds
Are Historically Based Default and Recovery Models in the High-Yield and Distressed Debt Markets Still Relevant in Today's Credit Environment? - 10/2006
Avoiding Chapter 22: Why Post-Emergence Liquidity, Profitability and Leverage Make All the Difference
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices
Business Failure Classification Models: An International Survey
Corporate Distress Diagnosis: Comparisons using Linear Discriminant Analysis & Neural Networks
Corporate Distress Prediction Models in a Turbulent Economic and Basel II Environment, 9/2002
Corporate Financial Distress Diagnosis in China
Credit Ratings and the BIS Reform Agenda, 3/28/2001
Current Conditions in the High Yield and Defaulted Debt Markets, 2006
Default Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated Review of the Literature and Empirical Evidence, 11/2006
Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence, 12/2003
Defaults & Returns in the High-Yield Bond & Distressed Debt Market: The Year 2009 in Review & Outlook
Defaults and Returns in the High-Yield Bond Market: The Year 2007 in Review and Outlook
Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook, 2/2003
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs
Emerging Market Corporate Bonds?A Scoring System, 5/15/1995
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble?
How Rating Agencies Achieve Rating Stability, 4/2004
Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices, 11/2003
Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities, 12/1998
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-2002, 2/2002
Modeling Credit Risk for SMEs: Evidence from the US Market, 11/2006
Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22
Predicting Corporate Bankruptcy: The Z-Score Model
Predicting Financial Distress of Companies: Revisiting the Z-Score and Zeta Models, 7/2000
Sovereign Default Risk Assessment From The Bottom-Up
Technical Appendix to A Simple Empirical Model of Equity-Implied Probabilities of Default
The Anatomy of the High Yield Bond Market, 9/21/1998
The Effects of Rating Through the Cycle on Rating Stability, Rating Timeliness and Default Prediction, March 2005
The Equity Performance of Firms Emerging from Bankruptcy, 11/1998
The Importance and Subtlety of Credit Rating Migration, 9/1997
The Investment Performance & Market Dynamics of Defaulted Bonds & Bank Loans: 2009 Review & 2010 Outlook
The Investment Performance and Market Size of Defaulted Bonds and Bank Loans: 2006 Review and 2007 Outlook, February 2007
The Investment Performance and Market Size of Defaulted Bonds and Bank Loans: 2007 Review and 2008 Outlook
The Japanese Non-Performing Loans Problem: Securitization as a Solution, 4/14/1999
The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications, 3/2003
The Reemergence of Distressed Exchanges in Corporate Restructurings
The Value of Qualitative Information in SME Risk Management
The Z-Metrics Methodology for Estimating Company Credit Ratings and Default Risk Probabilities
Toward a Bottom-Up Approach to Assessing Sovereign Default Risk
Why GM Should File for Bankruptcy with a DIP-Twist Help from Its Friends
ZETA Analysis

来源：http://pages.stern.nyu.edu/~ealtman/