Papers
Wagner Associates provides these notable articles, papers, and publications online for the benefit
and interest of the mathematical finance community.

Bernard J. McCabe,
"Analytic Approximation for the Probability that a Portfolio Survives Forever",
appeared in The Journal of Private Portfolio Management, Spring 1999

Barry Belkin, Lawrence R. Forest, Jr., Scott D. Aguais, and Stephen J. Suchower,
"Credit Risk Premiums in Commercial Lending",
appeared as "Expect the unexpected" in Risk, Nov. 1998

Barry Belkin, Lawrence R. Forest, Jr., and Stephen J. Suchower,
"A OneParameter Representation of Credit Risk and Transition Matrices",
appeared in CreditMetrics® Monitor, Third Quarter 1998

Barry Belkin and Lawrence R. Forest, Jr.,
"The Effect of Systematic Credit Risk on Loan Portfolio Value at Risk and on Loan Pricing",
appeared in CreditMetrics® Monitor, First Quarter 1998

Barry Belkin,
"Measuring the Credit Exposure of a Commercial Loan Portfolio and the Adequacy of Portfolio Risk Capital",
October 1998

Barry Belkin, Lawrence R. Forest, Jr., Scott D. Aguais, and Stephen J. Suchower,
"Transaction Risk Capital in Commercial Lending",
October 1998

David Stephenson,
"Automated Statistical Modeling for Data Mining",
March 2004

