Richard Cantor

Moody's Investors Service

99 Church Street

New York, NY 10007

United States

SCHOLARLY PAPERS

18

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15,293

CITATIONS
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Top 1,892

in Total Papers Citations

238

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 7,086 (798)
Citation 240

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 1,761 (8,803)
Citation 17

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 1,682 (9,487)
Citation 7

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 918 (24,173)
Citation 21

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 686 (36,250)
Citation 32

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 630 (40,691)
Citation 25

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 (56,852)
Citation 1

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 473 (58,677)
Citation 11

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 457 (61,206)
Citation 24

Abstract:

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

10.
Downloads 410 ( 69,793)
Citation 9

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 410 (69,160)
Citation 9

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 (108,944)
Citation 6

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 195 (153,672)

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 (171,149)
Citation 4

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 35 (439,647)

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 26 (481,896)

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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