What kind of research and issues are of interest to CreditRisk Modeling?
I'm a Master student in Mathematical Economics and i'm trying to find a issue to my thesis that seems related to credit risk management.
Sorry I will spoil a bit your topic with my post but I believe if you are going to do a Thesis on any topic you should be first really familiar with the topic in general. Then start reading papers and see what is considered a fancy area now and then go and see what can you write about it. Others cannot do it for yourself PS Again sorry for giving you no concrete answer to your question
I would first find a Professor you want to serve as your thesis advisor, then ask her/him if they are doing any interesting topics for research and if you could possibly cover one of the topics in your thesis
I would agree with groutgauss. Particularly if you don't already have a particular research area in mind, it may be quite difficult to get a supervisor on board if you have only very vague ideas. A simpler approach will be to approach the potential supervisors that you know and respect in this area who are available to you... ask them what interesting problems they have, and have an informal talk about whether you could take one of these research areas on. Every academic will have several problems they would *like* to research but don't have the time... and that's where you come in.
The added benefit is that if you're researching something that your supervisor is interested in, you will find it easier later to get them interested and involved in reviewing your progress... a lot of guys I know struggled to get their supervisors to provide meaningful input, because the supervisors simply weren't *really* interested in the research topic.... and academics are hard to get a hold of at the best of times
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