Upcoming Course
David Hamilton
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. 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.
No Surprises: Gaining Strategic Insight Through Stress Test Simulation
Since the global financial crisis, bank stress testing has become an essential part of regulators' toolkits for monitoring and maintaining financial stability. Anticipating the results of a formal stress test through simulation can enhance a bank's internal risk management as well as provide strategic business insight.
Preparing for Defaults in China's Corporate Credit Market
In this webinar Moody's Analytics discuss the Marco-economic and credit market conditions likely to affect the future risk of default for Chinese companies; way to measure and manage the default risk of Chinese firms, and strategies for early detection of default risk.
A Simulated Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks
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.
Measuring Systemic Risk in the SE Asia Financial System
In this webinar, Moody's Analytics combines the techniques of network analysis with the richness of Moody's CreditEdge™ platform to compute systemic risk measures spanning the last 20 years for five major southeast Asian economies.
Measuring Systemic Risk in the Southeast Asian Financial System
This article looks back at the Asian financial crisis of 1997-1998 and applies new methods of measuring systemic risk and pinpointing weaknesses, which can be used by today's financial institutions and regulators.
