Gorton Model

  • 2010 0701 – FCIC – Hearing – 2008 Financial Crisis and Derivatives, Day 2 – [PDF-313p]
    • Executives Panel – [VIDEO-CSPAN]
      • AIG and Goldman Sachs Executives
      • AIG: Bensinger, Forster, Habayeb
        • 2010 0701 – FCIC – Hearing – Testimony of Andrew Forster Before the Financial Crisis Inquiry Commission (FCIC) – 4p
  • Gene Parks – FCIC Interview (mp3) – Monte Carlo Simulation
  • 2010 0511- FCIC – Gary Gorton Interview – 173p
    • (p23) – MS. NOONAN: You’re not talking about your model now? You’re talking —
    • MR. GORTON: No, I’m talking about — I’m talking about another model that we built.
    • MS. NOONAN: Okay.
    • MR. GORTON: I’m not exactly sure that we should call it “my model,” by the way, but, you know…
    • MS. NOONAN: The popular – the popular parlance has been the “Gorton model” or the “Wharton
      model,” so I mean we can give it —
    • MS. HEYL: I think it’s an actuarial model.
    • MS. NOONAN: An actuarial model, okay.
    • MS. HEYL: As compared with a valuation model.
    • MR. GORTON: I think if people of the firm heard you say that, they’d be irate. So, you know, there was a lot of people who contributed to —
    • MS. NOONAN: Well, I’m not going to take credit for being the first person to say it, but —