Richard Cantor

Moody's Investors Service

99 Church Street

New York, NY 10007

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 2,195

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15,602

SSRN CITATIONS
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SSRN RANKINGS

Top 4,514

in Total Papers Citations

36

CROSSREF CITATIONS

207

Scholarly Papers (18)

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 7,277 (821)
Citation 149

Abstract:

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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 1,804 (9,018)
Citation 2

Abstract:

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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 Moody's Investors Service
Downloads 1,715 (9,798)

Abstract:

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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 924 (25,275)
Citation 12

Abstract:

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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 702 (37,046)
Citation 1

Abstract:

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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 Moody's Investors Service
Downloads 634 (42,535)
Citation 2

Abstract:

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credit ratings, accuracy, stability

7.

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 485 (59,929)

Abstract:

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credit risk, credit rating, securitization, risk transfer

8.

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

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 459 (64,159)
Citation 8

Abstract:

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

10.
Downloads 415 ( 72,474)
Citation 10

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

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 276 (114,527)

Abstract:

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credit spreads, credit ratings, structured finance

12.

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 196 (160,531)

Abstract:

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private equity, defaults, credit ratings, rating transitions

13.

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 173 (179,544)

Abstract:

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default, credit ratings, default correlation

14.

Ratings and Regulation

BIS Paper No. 72g
Number of pages: 7 Posted: 06 Oct 2014
Richard Cantor
Moody's Investors Service
Downloads 37 (452,189)

Abstract:

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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 27 (499,769)

Abstract:

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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

Abstract:

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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)

Abstract:

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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)

Abstract:

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