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This study proposes a hybrid information approach to predict corporate credit risk. The imperfect knowledge of the market is because of the fact that accounting reports and/or management press releases either purposefully or inadvertently add extraneous information that obscures the knowledge of the firm's asset value (Cetin, Jarrow, Protter, & Yildirim, 2004), leading to an inaccessible default time.Given the distinct information foundation of these models, we propose combining the aforementioned four credit risk model representatives to construct a hybrid information-based forecast for corporate credit spread. Compared with each single model, the pooled strategies yield consistently lower average risk prediction errors over time.