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

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SCHOLARLY PAPERS

13

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8,583

SSRN CITATIONS

11

CROSSREF CITATIONS

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Scholarly Papers (13)

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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 2,060 (12,427)

Citation 17

Abstract:

Default and Recovery Rates of Corporate Bond Issuers: 2000

Number of pages: 60 Posted: 03 Aug 2001

David T. Hamilton

Moody's Analytics

Downloads 1,721 (16,448)

Citation 73

Abstract:

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 1,230 (27,310)

Abstract:

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 886 (43,441)

Citation 2

Abstract:

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 842 (46,575)

Abstract:

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 517 (87,662)

Citation 1

Abstract:

Confidence Intervals for Corporate Default Rates

Downloads 487 (94,298)

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 487 (93,314)

Citation 12

Abstract:

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:

The Investment Performance of Bankrupt Corporate Debt Obligations

Number of pages: 12 Posted: 15 Aug 2001

David T. Hamilton

Moody's Analytics

Downloads 459 (101,131)

Citation 3

Abstract:

Using Market Implied Ratings to Enhance Recovery in Default

Number of pages: 19 Posted: 31 Aug 2007

David T. Hamilton

Moody's Analytics

Downloads 381 (125,657)

Abstract:

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:

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:

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:

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

David T. Hamilton

Moody's Analytics

Senior Director

13

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Scholarly Papers (13)

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

Abstract:

Default and Recovery Rates of Corporate Bond Issuers: 2000

Abstract:

Through-the-Cycle EDF Credit Measures

Abstract:

Copula Methods and the Analysis of Credit Risk

Abstract:

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

Abstract:

Rating Transition and Default Rates Conditioned on Outlooks

Abstract:

Confidence Intervals for Corporate Default Rates

Confidence Intervals for Corporate Default Rates

Abstract:

Confidence Intervals for Corporate Default Rates

Abstract:

The Investment Performance of Bankrupt Corporate Debt Obligations

Abstract:

Using Market Implied Ratings to Enhance Recovery in Default

Abstract:

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

Abstract:

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

Abstract:

An Application of CDS-Implied Ratings to Synthetic CDOs

Abstract:

Adjusting Corporate Default Rates for Rating Withdrawals

Abstract: