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Greg M. Gupton
Greg M. Gupton
Federal Reserve Board of Governors; Carnegie Mellon University
Verified email at frb.gov - Homepage
Title
Cited by
Cited by
Year
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
2432001
LossCalcTM: Model for predicting loss given default (LGD)
GM Gupton, RM Stein
Moody’s KMV, New York, 2002
2392002
Bank loan loss given default
GM Gupton, D Gates, LV Carty
Moody’s Investors Service, Global Credit Research, November, 2000
2332000
LossCalc v2: Dynamic prediction of LGD
G Gupton, R Stein
Moodys KMV Investors Services, 2005
1392005
Advancing loss given default prediction models: how the quiet have quickened
GM Gupton
Economic Notes 34 (2), 185-230, 2005
442005
CreditMetrics-Technical Document
CC Finger, GM Gupton, M Bhatia
New York, JP Morgan, 1997
391997
CreditMetrics-Technical Document, JP Morgan & Co
GM Gupton, CC Finger, M Bhatia
Incorporated, New York, 1997
351997
Finger, and Mickey Bhatia. 1997."
GM Gupton, C Christopher
CreditMetrics: Technical Document." New York: JP Morgan, 1997
321997
Fitch equity implied rating and probability of default model
B Liu, A Kocagil, G Gupton, J Di Giambattista
FitchSolutions paper, 2007
212007
CreditMetrics–Technical Document,(New York, JP Morgan)
GM Gupton, CC Finger, M Bhatia
171997
Genetic learning algorithm applied to the game of othello
GM Gupton
Heuristic Programming in Artificial Intelligence, 241-254, 1989
131989
CreditMetrics: Assessing the marginal risk contribution of credit
G Gupton
Credit Derivatives: Trading & Management of Credit & Default Risk. John …, 1998
91998
Fitch CDS Implied Ratings (CDS% IR) Model
A Reyngold, AE Kocagil, GM Gupton, J DiGiambattista
Fitch Rating Quantitative Financial Research Special Report, June, 2007
82007
A matter of perspective
GM Gupton, RM Stein
Credit 2, 22-23, 2001
72001
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
62005
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
51997
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