The following CreditGrades resources are available:

• CreditGrades Technical Document (740KB PDF). A technical discussion of the CreditGrades model, along with empirical results and suggested applications.
• Using CreditGrades Weekly (73KB PDF). Explanation of data and terms used in CreditGrades Weekly Commentary.
• CreditGrades roadshow presentation (936KB PDF). Presentation material from the CreditGrades roadshow held in May/June 2002.
• CreditGrades Overview (374KB PDF). Deutsche Bank research publication on CreditGrades by John Tierney.
• Other resources referenced in the Technical Document.
  • Assessing Default Probabilities from Equity Markets (231KB PDF). This presentation by Vladimir Finkelstein is referenced in the CreditGrades Technical Document.
  • E2C: A Simple Model to Assess Default Probabilities from Equity Markets (1,191KB PDF). This presentation by Jean-Pierre Lardy is referenced in the CreditGrades Technical Document.

The above documents are in the PDF format. Use Acrobat Reader to view them.

The CreditGrades Glossary has definitions of technical terms and calculations found on the site.