Christopher C. Finger

RiskMetrics Group - MSCI

1 Chase Manhattan Plaza

New York, NY

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 10,678

in Total Papers Downloads

4,362

SSRN CITATIONS
Rank 32,730

SSRN RANKINGS

Top 32,730

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 2,031 (7,006)
Citation 5

Abstract:

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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 927 (24,163)
Citation 13

Abstract:

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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 665 (38,216)
Citation 5

Abstract:

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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 348 (85,505)

Abstract:

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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 (181,295)
Citation 1

Abstract:

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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 129 (220,601)
Citation 5

Abstract:

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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 98 (268,599)

Abstract:

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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:

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