Concepedia

Debt Modeling

Debt Modeling is a financial modeling technique that specifically structures and forecasts debt instruments, repayment schedules, and associated cash flows within a firm’s capital structure to assess solvency, leverage, and credit risk.

1.1K

Publications

78.6K

Citations

1.9K

Authors

936

Institutions

Publications per year

2017–2026

251

Parents

Children

Publications

1.1K

Debt with Potential Repudiation: Theoretical and Empirical Analysis

Jonathan Eaton, Mark Gersovitz · The Review of Economic Studies · 1981 · 2.6K citations

, , +16

Modeling Term Structures of Defaultable Bonds

Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations

, , +16

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1995 · 2.2K citations

, , +17

Incentive-Compatible Debt Contracts: The One-Period Problem

Douglas Gale, Martin Hellwig · The Review of Economic Studies · 1985 · 1.8K citations

, , +17

A Theory of Debt Based on the Inalienability of Human Capital

Oliver Hart, J. F. Moore · The Quarterly Journal of Economics · 1994 · 1.5K citations

, , +9

1–5 of 1.1K

Authors

1.9K

  1. VV
    Viral V. Acharya

    New York University, United States

    10 publications · 2.1K citations

    10

    h-index

  2. SC
    Satyajit Chatterjee

    Federal Reserve Bank of Philadelphia, United States

    9 publications · 709 citations

    9

    h-index

  3. JL
    Jerome L. Stein

    John Brown University, United States

    9 publications · 348 citations

    9

    h-index

  4. AC
    Alexander Chatzigeorgiou

    University of Macedonia, Greece

    8 publications · 236 citations

    8

    h-index

  5. AA
    Apostolos Ampatzoglou

    University of Macedonia, Greece

    8 publications · 227 citations

    7

    h-index

1–5 of 1.9K

Institutions

936

  1. National Bureau of Economic Research

    Cambridge, United States

    35 h-index

    88 publications

    9.9K citations

  2. International Monetary Fund

    Washington D.C., United States

    20 h-index

    48 publications

    3.7K citations

  3. New York University

    New York, United States

    19 h-index

    33 publications

    4.5K citations

  4. Federal Reserve Board of Governors

    Washington D.C., United States

    16 h-index

    27 publications

    1.1K citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    16 h-index

    28 publications

    1.5K citations

  6. Cornell University

    Ithaca, United States

    14 h-index

    18 publications

    4.2K citations

  7. Federal Reserve

    Washington D.C., United States

    14 h-index

    24 publications

    929 citations

  8. University of California, Berkeley

    Berkeley, United States

    13 h-index

    16 publications

    3K citations

1–8 of 936

Venues

  1. SSRN Electronic Journal

    Repository · 175 publications · 10K citations

    52

    h-index

  2. The Journal of Finance

    40 publications · 7.8K citations

    30

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 40 publications · 1.1K citations

    18

    h-index

  4. Journal of Banking & Finance

    17 publications · 2.3K citations

    15

    h-index

  5. National Bureau of Economic Research

    Repository · 14 publications · 851 citations

    13

    h-index

1–5