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Gallium phosphide (GaP) is an indirect-bandgap semiconductor used widely in solid-state lighting. Despite numerous intriguing optical properties-including large chi ((2)) and chi ((3)) coefficients, a high refractive index (>3) and transparency from visible to long-infrared wavelengths (0.55-11 mu m)-its application as an integrated photonics material has been little studied. Here, we introduce GaP-on-insulator as a platform for nonlinear photonics, exploiting a direct wafer-bonding approach to realize integrated waveguides with 1.2dBcm(-1) loss in the telecommunications C-band (on par with Si-on-insulator). High-quality (Q>10(5)), grating-coupled ring resonators are fabricated and studied. Employing a modulation transfer approach, we obtain a direct experimental estimate of the nonlinear index of GaP at telecommunication wavelengths: n(2)=1.1(3)x10(-17)m(2)W(-1). We also observe Kerr frequency comb generation in resonators with engineered dispersion. Parametric threshold powers as low as 3mW are realized, followed by broadband (>100nm) frequency combs with sub-THz spacing, frequency-doubled combs and, in a separate device, efficient Raman lasing. These results signal the emergence of GaP-on-insulator as a novel platform for integrated nonlinear photonics. A scalable solution involving direct wafer-bonding of high-quality, epitaxially grown gallium phosphide to low-index substrates is introduced. The promise of this platform for integrated nonlinear photonics is demonstrated with low-threshold frequency comb generation, frequency-doubled combs and Raman lasing.