David T. Hamilton

Moody's Analytics

Senior Director

7 World Trade Center

250 Greenwich Street

New York, NY 10007

United States

http://web.mac.com/dthamilton

  • Moody's Analytics

    • Email
    • Tel: (212) 553-1695
SCHOLARLY PAPERS

13

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8,946

SSRN CITATIONS
Rank 15,763

SSRN RANKINGS

Top 15,763

in Total Papers Citations

11

CROSSREF CITATIONS

84

Scholarly Papers (13)

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1.

Predicting Default Rates: A Forecasting Model for Moody's Issuer-Based Default Rates

Number of pages: 20 Posted: 10 Oct 2007
Sean C Keenan, Jorge R Sobehart and David T. Hamilton
GE Commercial Finance, affiliation not provided to SSRN and Moody's Analytics
Downloads 2,137 (14,382)
Citation 18

Abstract:

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default probability, credit risk, credit ratings

2.

Default and Recovery Rates of Corporate Bond Issuers: 2000

Number of pages: 60 Posted: 03 Aug 2001
David T. Hamilton
Moody's Analytics
Downloads 1,809 (18,725)
Citation 73

Abstract:

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Default, bankruptcy, credit rating

3.

Through-the-Cycle EDF Credit Measures

Moody's Analytics, August 2011
Number of pages: 34 Posted: 03 Sep 2011 Last Revised: 15 Sep 2011
David T. Hamilton, Zhao Sun and Min Ding
Moody's Analytics, affiliation not provided to SSRN and Pennsylvania State University - Department of Marketing
Downloads 1,306 (30,653)

Abstract:

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default probability, through the cycle, required capital, Basel II

4.

Copula Methods and the Analysis of Credit Risk

Number of pages: 31 Posted: 17 Sep 2007
David T. Hamilton, Jessica James and Nick Webber
Moody's Analytics, Risk Advisory Group and University of Warwick - Warwick Business School
Downloads 914 (50,878)
Citation 2

Abstract:

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credit risk management, default correlation, copula

5.

Rating Transitions and Defaults Conditional on Watchlist, Outlook and Rating History

Number of pages: 24 Posted: 02 Jul 2004
David T. Hamilton
Moody's Analytics
Downloads 876 (53,957)

Abstract:

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default, credit ratings, serial correlation, outlooks

6.

Rating Transition and Default Rates Conditioned on Outlooks

Journal of Fixed Income, September 2004
Number of pages: 24 Posted: 26 Mar 2007
David T. Hamilton and Richard Cantor
Moody's Analytics and Moody's Investors Service
Downloads 532 (102,650)
Citation 1

Abstract:

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credit ratings, defaults, rating transitions, rating migrations

7.

Confidence Intervals for Corporate Default Rates

Downloads 508 (108,637)

Confidence Intervals for Corporate Default Rates

Number of pages: 14 Posted: 22 Jun 2007
Richard Cantor, David T. Hamilton and Jennifer Tennant
Moody's Investors Service, Moody's Analytics and Moody's Investors Service
Downloads 508 (107,386)
Citation 12

Abstract:

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default probability, bootstrap, risk management

Confidence Intervals for Corporate Default Rates

RISK Magazine, March 2008
Posted: 12 Feb 2008
Richard Cantor, David T. Hamilton and Jennifer Tennant
Moody's Investors Service, Moody's Analytics and Moody's Investors Service

Abstract:

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default probability, bootstrap, risk management

8.

The Investment Performance of Bankrupt Corporate Debt Obligations

Number of pages: 12 Posted: 15 Aug 2001
David T. Hamilton
Moody's Analytics
Downloads 468 (119,861)
Citation 3

Abstract:

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Default, bankruptcy, distressed debt

9.

Using Market Implied Ratings to Enhance Recovery in Default

Number of pages: 19 Posted: 31 Aug 2007
David T. Hamilton
Moody's Analytics
Downloads 396 (145,553)

Abstract:

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Basel II, LGD, market implied ratings, risk management, distressed investing

10.

Measuring the Credit Risk of Synthetic CDOs with CDS-Implied Ratings

ViewPoints, February 2009, https://doi.org/10.3905/JFI.2009.19.1.040
Posted: 21 May 2019
David T. Hamilton
Moody's Analytics

Abstract:

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credit default swap, CDO, credit ratings

11.

Moody's Loan CDS-Implied Ratings: Methodology and Applications

Posted: 10 Mar 2008
Christopher Mann and David T. Hamilton
Columbia University, School of Professional Studies and Moody's Analytics

Abstract:

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LCDS, loan derivatives, LCDX, CLO, loan ratings

12.

An Application of CDS-Implied Ratings to Synthetic CDOs

Posted: 11 Feb 2008
David T. Hamilton and Eugenia Fingerman
Moody's Analytics and Moody's Investors Service

Abstract:

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CDS, CDO, CDX, credit ratings, structured finance

13.

Adjusting Corporate Default Rates for Rating Withdrawals

Journal of Credit Risk, Vol. 3, No. 2, 2007
Posted: 22 Jun 2007
David T. Hamilton and Richard Cantor
Moody's Analytics and Moody's Investors Service

Abstract:

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probability of default, credit ratings, rating agencies, data censoring