Upcoming Course
David Hamilton
David Hamilton
Credit Risk Analytics, Asia-Pacific
David Hamilton is in charge of Credit Risk Analytics for the Asia Pacific region based in Singapore. His work in credit risk has encompassed corporate, sovereign, municipal, and structured finance. Prior to assuming his role in Singapore, David led a team at Moody’s focusing on applied research and model development using market price-derived credit risk signals. Before joining Moody’s in 1997, he was in the Federal Reserve Bank of Philadelphia’s Regional Economics group. David has authored over 40 published articles and book chapters, including Moody’s global corporate default studies for seven years. He has lectured on credit risk topics at Columbia Business School, the Stern School of business at New York University, the City College of New York, The International Center for Financial Asset Management and Engineering (FAME) in Lausanne, Switzerland, and was an instructor at the New York Institute of Finance.
Led Moody’s Corporate Default Research team in the Credit Policy Group.
Co-developed Moody’s first default rate forecasting model in 1998.
Worked on a project to implement a credit risk early warning system for one of the largest regional banks in Southeast Asia.
Helped develop and implement the enterprise-wide risk framework for a large multilateral development bank based in Beijing.
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.
