David Hamilton
Managing Director, Head of Stress Testing and Credit Risk Analytics, APAC
David T. Hamilton is a Managing Director in charge of stress testing and credit risk analytics for the Asia Pacific Region, based in Singapore. Dr. Hamilton has been with Moody’s for eighteen years and has held various senior positions in both Moody’s Investors Service and Moody’s Analytics.
David T. Hamilton is a Managing Director in charge of stress testing and credit risk analytics for the Asia Pacific Region, based in Singapore. Dr. Hamilton has been with Moody’s for eighteen years and has held various senior positions in both Moody’s Investors Service and Moody’s Analytics. Over his career with Moody’s, Dr. Hamilton has done research on various aspects of credit risk in a variety of sectors, including corporate, sovereign, municipal, and structured finance.
Prior to joining Moody’s in 1997, Dr. Hamilton worked in the Regional Economics group at the Federal Reserve Bank of Philadelphia. Dr. Hamilton has lectured on credit risk topics at prestigious universities around the world, including Columbia Business School and The International Center for Financial Asset Management and Engineering (FAME) in Lausanne, Switzerland.
Dr. Hamilton is on the editorial board of the Journal of Credit Risk. He holds a B.A. in economics and classical studies from Texas A&M University and a Ph.D. in financial economics from the City University of New York.
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This whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks.
Simulating a Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks
In this webinar, David Hamilton presents the results of a simulated stress test of the corporate loan portfolios of Australia’s five largest banks (by asset size) conducted by Moody’s Analytics.
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Identifying At-Risk Names in Your Credit Portfolio Webinar
Identifying At-Risk Names in Your Credit Portfolio
Best Buy Co., Inc.
Through much of its history Best Buy was considered one of the most successful retail stores in the US. However, since 2010 the electronics retailer has faced business and financial challenges that are placing increasing pressure on its credit quality.
Research in Motion Ltd.
RIM does not have traded bonds or CDS from which to observe credit spreads, and is not rated by Moody's Investors Service. However, Moody's Analytics' public EDF measure effectively captures and quantifies changes in the company's credit risk.
Shandong Helon Company Ltd.
The EDF measure for Shandong Helon Co.'s has signaled a high level of default risk since the time of the financial crisis in 2008. In 2010 its EDF measure began to trend in a range suggesting heightened risk of default, and in June 2011 its EDF jumped from 2.6% to over 7%. Its EDF measure jumped again in April 2012 to over 10%.
