Michael Gordy, Senior Economist, Division of Research, Board of Governors of the Federal Reserve, Washington, DC, 2003 Risk Manager of the Year
Michael Gordy is a senior economist in the Research
& Statistics Division of the Federal Reserve Board. His current
research focuses on the design, estimation and computation of
models of portfolio credit risk, and on the adaptation of these
models to setting regulatory capital requirements. Michael serves
as an associate editor of the Journal of Banking & Finance and
the Journal of Credit Risk. He received his Ph.D. in Economics from
MIT in 1994 and a B.A. in Mathematics & Philosophy from Yale
University in 1985