Christopher C. Finger

RiskMetrics Group - MSCI

1 Chase Manhattan Plaza

New York, NY

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 11,249

SSRN RANKINGS

Top 11,249

in Total Papers Downloads

4,394

SSRN CITATIONS
Rank 35,237

SSRN RANKINGS

Top 35,237

in Total Papers Citations

3

CROSSREF CITATIONS

15

Scholarly Papers (8)

1.

Issues in the Pricing of Synthetic Cdos

Number of pages: 24 Posted: 06 Jan 2005
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 2,044 (7,437)
Citation 5

Abstract:

Loading...

Synthetic CDO, pricing models, credit correlation

2.

A Comparison of Stochastic Default Rate Models

RiskMetrics Group Working Paper 00-02
Number of pages: 34 Posted: 16 Oct 2000
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 929 (25,495)
Citation 13

Abstract:

Loading...

Credit risk, default rate, collateralized debt obligations

3.

Toward a Better Estimation of Wrong-Way Credit Exposure

Number of pages: 16 Posted: 21 Jan 2000
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 667 (40,355)
Citation 6

Abstract:

Loading...

4.

Creditmetrics and Constant Level of Risk (September 2010)

MSCI Barra Research Paper No. 2010-31
Number of pages: 12 Posted: 14 Nov 2010
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 356 (87,814)

Abstract:

Loading...

CreditMetrics Constant Level of Risk new Basel guidelines for setting trading book capital the Incremental Risk Charge IRC VaR model development model product benchmark

5.

Testing Hedges under the Standard Tranched Credit Model

RiskMetrics Journal, Vol. 9, No. 1, pp 3-30, 2009
Number of pages: 29 Posted: 10 Mar 2009
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 164 (190,400)
Citation 1

Abstract:

Loading...

6.

Riskmetrics Journal - Winter 2003

RiskMetrics Group Research, Vol. 3, No. 2, Winter 2002-2003
Number of pages: 68 Posted: 20 Dec 2009
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 134 (224,980)
Citation 5

Abstract:

Loading...

7.

Testing Hedges Under the Standard Tranched Credit Pricing Model

RiskMetrics Journal Vol. 9, No. 1, Winter 2009
Number of pages: 29 Posted: 02 Oct 2009
Christopher C. Finger
RiskMetrics Group - MSCI
Downloads 100 (278,343)

Abstract:

Loading...

8.

Better Ingredients

Journal of Credit Risk, Vol. 1, No. 3, Summer 2005
Posted: 14 Nov 2005
Christopher C. Finger and Robert Stamicar
RiskMetrics Group - MSCI and RiskMetrics Group

Abstract:

Loading...

Hull, Nelken and White (2005), Merton Model, historical equity volatility, leverage