Mr. Gupton's Biography

Greg M. Gupton is a Managing Director within Quantitative Financial Research at Fitch Ratings.  His website, DefaultRisk.com, is a leading resource for quantitative credit risk modeling and management.

Formerly, Mr. Gupton was with Moody's Investors Service with they acquired KMV -- totaling over 5 years.  While there, he created Moody's (and KMV's) first security-level LGD forecasting model, LossCalc™. Beyond LGD, his research has included Exposure at Default (EaD), Asset Volatility, and Validation/Calibration of default models.  Prior to then, Mr. Gupton was with JP Morgan for 15 years and became a leading force in developing JP Morgan's internal credit risk methodologies. Outside of Morgan, he is probably best known for his authorship of CreditMetrics™.

Mr. Gupton received a B.A. in Accounting from the University of Washington, and a M.S. in Industrial Administration from Carnegie-Mellon University. He began his career with JP Morgan in 1984 and joined Moody's Investors Service in 2000; Moody's acquired KMV in 2002.

Link to: Mr. Gupton's Resume

Link to: Mr. Gupton's "Home" page

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Last modified: May 13, 2008