Creditmetrics-technical document JP Morgan JP Morgan, New York 1, 102-127, 1997 | 3780* | 1997 |
CreditMetricsTM-Technical Document GM Gupton, CC Finger, M Bhatia JP Morgan & Co., 1997 | 1617* | 1997 |
Default and recovery rates of corporate bond issuers: 2000 DT Hamilton, GM Gupton, A Berthault Moody’s Investor Service, New York, 2001 | 243 | 2001 |
LossCalcTM: Model for predicting loss given default (LGD) GM Gupton, RM Stein Moody’s KMV, New York, 2002 | 239 | 2002 |
Bank loan loss given default GM Gupton, D Gates, LV Carty Moody’s Investors Service, Global Credit Research, November, 2000 | 233 | 2000 |
LossCalc v2: Dynamic prediction of LGD G Gupton, R Stein Moodys KMV Investors Services, 2005 | 139 | 2005 |
Advancing loss given default prediction models: how the quiet have quickened GM Gupton Economic Notes 34 (2), 185-230, 2005 | 44 | 2005 |
CreditMetrics-Technical Document CC Finger, GM Gupton, M Bhatia New York, JP Morgan, 1997 | 39 | 1997 |
CreditMetrics-Technical Document, JP Morgan & Co GM Gupton, CC Finger, M Bhatia Incorporated, New York, 1997 | 35 | 1997 |
Finger, and Mickey Bhatia. 1997." GM Gupton, C Christopher CreditMetrics: Technical Document." New York: JP Morgan, 1997 | 32 | 1997 |
Fitch equity implied rating and probability of default model B Liu, A Kocagil, G Gupton, J Di Giambattista FitchSolutions paper, 2007 | 21 | 2007 |
CreditMetrics–Technical Document,(New York, JP Morgan) GM Gupton, CC Finger, M Bhatia | 17 | 1997 |
Genetic learning algorithm applied to the game of othello GM Gupton Heuristic Programming in Artificial Intelligence, 241-254, 1989 | 13 | 1989 |
CreditMetrics: Assessing the marginal risk contribution of credit G Gupton Credit Derivatives: Trading & Management of Credit & Default Risk. John …, 1998 | 9 | 1998 |
Fitch CDS Implied Ratings (CDS% IR) Model A Reyngold, AE Kocagil, GM Gupton, J DiGiambattista Fitch Rating Quantitative Financial Research Special Report, June, 2007 | 8 | 2007 |
A matter of perspective GM Gupton, RM Stein Credit 2, 22-23, 2001 | 7 | 2001 |
Creditmetrics (1997),“Creditmetrics” G Gupton, C Finger, M Bhatia | 7 | |
Estimating Recovery Risk by Means of a Quantitative Model: LossCalc GM Gupton Recovery Risk: The next challenge in credit risk management, 61-86, 2005 | 6 | 2005 |
Finger, and Mickey Bhatia. 1997. Creditmetrics—Technical Document GM Gupton, C Christopher P. Morgan, 0 | 6 | |
Finger, CC and Bhatia, M GM Gupton Creditmetrics Technical Document-The benchmark for understanding credit risk, 1997 | 5 | 1997 |