Overview

The Stanford CreditLab is a research group located within the Department of Management Science and Engineering at Stanford University's School of Engineering. CreditLab's faculty, graduate students, and research partners in the financial industry are committed to theoretical and applied research in credit risk.

Our mission is to promote research projects in credit risk that

• Have an impact on the practice in financial institutions,
• Bring together faculty, graduate students and researchers in industry and regulatory authorities,
• Draw from the broad expertise available in the Department such as probability and stochastic processes, finance, optimization and numerical analysis.

Sponsors

The CreditLab is funded by generous grants from JP Morgan Chase's Academic Outreach Program and Mizuho-DL Financial Technology. We also received support from Moody's Credit Markets Research Fund, from GARP's Risk Management Research Program and from Credit Suisse and American Express through their membership in the Affiliate Program of the Department of Management Science and Engineering.

Members

Benjamin Armbruster, Industrial Engineering and Management Sciences, Northwestern
Shahriar Azizpour, Quantitative Analyst, Live Finance, Credit Suisse
Xiaowei Ding, PhD Candidate, Management Science and Engineering
Eymen Errais, Quantitative Analyst, Synthetic CDO Trading, Barclays Capital
Kay Giesecke, Assistant Professor, Management Science and Engineering
Lisa Goldberg, Executive Director, Analytic Initiatives, MSCI Barra
Igor Halperin, Vice President, Quantitative Research, JP Morgan
Hossein Kakavand, PostDoctoral Fellow, Management Science and Engineering
Baeho Kim, PhD Candidate, Management Science and Engineering
Jack Kim, PhD Candidate, Management Science and Engineering
Matt A.V. Leduc, PhD Candidate, Management Science and Engineering
Mohammad Mousavi, PhD Candidate, Management Science and Engineering
Camilo Andres Rivera, PhD Candidate, Statistics
Hideyuki Takada, Senior Financial Engineer, Mizuho-DL Financial Technology
Pascal Tomecek, Quantitative Analyst, Quantitative Research, JP Morgan
Anca Vacarescu, PhD Candidate, Mathematics