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

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 6,040

SSRN RANKINGS

Top 6,040

in Total Papers Downloads

7,385

SSRN CITATIONS
Rank 11,278

SSRN RANKINGS

Top 11,278

in Total Papers Citations

11

CROSSREF CITATIONS

76

Scholarly Papers (13)

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 1,640 (10,567)
Citation 15

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 1,471 (12,509)
Citation 67

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 999 (22,549)

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 811 (30,423)
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 774 (32,408)

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 478 (60,988)
Citation 1

Abstract:

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credit ratings, defaults, rating transitions, rating migrations

7.

The Investment Performance of Bankrupt Corporate Debt Obligations

Number of pages: 12 Posted: 15 Aug 2001
David T. Hamilton
Moody's Analytics
Downloads 432 (68,974)
Citation 2

Abstract:

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Default, bankruptcy, distressed debt

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 415 (71,792)
Citation 10

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

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 365 (84,144)

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
Moody's Investors Service 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