Richard Cantor

Moody's Investors Service

99 Church Street

New York, NY 10007

United States

  • Moody's Investors Service

SCHOLARLY PAPERS

18

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Top 3,925

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19,731

TOTAL CITATIONS
Rank 8,833

SSRN RANKINGS

Top 8,833

in Total Papers Citations

155

Scholarly Papers (18)

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1.

Determinants and Impact of Sovereign Credit Ratings

Economic Policy Review, Vol. 2, No. 2, October 1996
Number of pages: 18 Posted: 11 Nov 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 9,664 (1,259)
Citation 122

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Sovereign credit ratings, Moody's Investor Services, S&P

2.

Sovereign Credit Ratings

Current Issues in Economics and Finance, Vol. 1, No. 3, June 1995
Number of pages: 6 Posted: 19 Jul 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 2,285 (13,917)
Citation 2

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Sovereign ratings, default risk, International bond markets

3.

Measuring the Performance of Corporate Bond Ratings

Special Comment, April 2003
Number of pages: 28 Posted: 25 Jun 2007
Richard Cantor and Christopher Mann
Moody's Investors Service and Columbia University, School of Professional Studies
Downloads 2,187 (14,896)

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credit ratings, performance, default

4.

The Use of Credit Ratings in Investment Management in the US and Europe

Number of pages: 28 Posted: 27 Jun 2007
Richard Cantor, Owain Ap Gwilym and Stephen Thomas
Moody's Investors Service, Bangor Business School and University of Southampton - School of Management
Downloads 1,058 (44,810)
Citation 12

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credit ratings, investment management, rating agencies

5.

Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983-2003

Journal of Fixed Income, December 2004
Number of pages: 24 Posted: 25 Jun 2007
Richard Cantor and Praveen Varma
Moody's Investors Service and Moody's Investors Service
Downloads 814 (64,175)

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defaults, recoveries, loss-given-default, credit ratings

6.

Analyzing the Tradeoff between Ratings Accuracy and Stability

Journal of Fixed Income, September 2006
Number of pages: 8 Posted: 24 Jun 2007
Richard Cantor and Christopher Mann
Moody's Investors Service and Columbia University, School of Professional Studies
Downloads 786 (67,229)
Citation 2

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credit ratings, accuracy, stability

7.

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 540 (108,684)
Citation 1

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credit ratings, defaults, rating transitions, rating migrations

8.

Another Perspective on Risk Transference and Securitization

Journal of Risk Finance, Winter 2000
Number of pages: 16 Posted: 26 Mar 2007
Richard Cantor and Stanyslas Rouyer
Moody's Investors Service and Moody's Investors Service
Downloads 521 (113,609)

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credit risk, credit rating, securitization, risk transfer

9.

Deal Sponsor and Credit Risk of Asset-Backed and Mortgage-Backed Securities

Number of pages: 35 Posted: 22 Jun 2007
Richard Cantor and Jian Hu
Moody's Investors Service and Moody's Investors Service
Downloads 517 (114,663)

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sponsor, specialty finance firms, banks, investment banks, industrial captive finance

10.

Confidence Intervals for Corporate Default Rates

Downloads 516 (114,930)
Citation 12

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 516 (113,522)
Citation 12

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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

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default probability, bootstrap, risk management

11.

The Relationship Between Issuance Spreads and Credit Performance of Structured Finance Securities

Journal of Fixed Income, Summer 2006
Number of pages: 24 Posted: 26 Mar 2007
Jian Hu and Richard Cantor
Moody's Investors Service and Moody's Investors Service
Downloads 300 (212,571)
Citation 4

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credit spreads, credit ratings, structured finance

12.

Default Correlation Among Non-Financial Corporate Affiliates

Journal of Fixed Income September 2005
Number of pages: 16 Posted: 26 Mar 2007
Kenneth Emery and Richard Cantor
Moody's Investors Service and Moody's Investors Service
Downloads 227 (281,502)

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default, credit ratings, default correlation

13.

Default and Migration Rates for Private Equity-Sponsored Issuers

Journal of Private Equity, Spring 2007
Number of pages: 10 Posted: 25 Jun 2007
Kenneth Emery and Richard Cantor
Moody's Investors Service and Moody's Investors Service
Downloads 223 (286,412)

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private equity, defaults, credit ratings, rating transitions

14.

Ratings and Regulation

BIS Paper No. 72g
Number of pages: 7 Posted: 06 Oct 2014
Richard Cantor
Moody's Investors Service
Downloads 51 (803,268)

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15.

The Securities Industry and the New York-New Jersey Region

Economic Policy Review, Vol. 3, No. 1, February 1997
Number of pages: 4 Posted: 11 Nov 2007
Richard Cantor
Moody's Investors Service
Downloads 42 (873,298)

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New York City, New York City economy

16.

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

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

17.

Multiple Ratings and Credit Standards: Differences of Opinion in the Credit Rating Industry

Federal Reserve Bank of New York Staff Reports, April 1996, No. 12
Posted: 26 Dec 1998
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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18.

Sovereign Risk Assessment and Agency Credit Ratings

Europen Financial Management Journal, Vol. 2, No. 2
Posted: 20 Nov 1996
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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