28. “The Global Risk Model: A Portfolio Manager’s Guide,” Chapter 26 in Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, and Bruce Phelps, Quantitative Management of Bond Portfolios (Princeton, NJ: Princeton University Press, 2007).

29. A detailed exposition of a multifactor risk model in which credit is modeled using the DTS approach may be found in Chapter 47 of this volume.