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Villemot, S., (2012). Accelerating the resolution of sovereign debt models using an endogenous grid method. Dynare working paper 17, http://www.dynare.org/wp. Appendices In Appendix A, we provide a description of ECM-VF and ECM-DVF for the onecountry model. In Appendix B, we describe how to implement these methods for the multicountry model. In Appendix C, we present additional accuracy checks for the multicountry model. Finally, in Appendix D, we show numerical methods used to solve a default risk model.