Michael Gordy is a Senior Economist at the US Federal Reserve Board and presently a Visiting Scholar at the Indian School of Business.
His primary area of research concerns the design, calibration and computation of models of portfolio credit risk, and on the adaptation of these models to banking regulation. Other research interests include credit risk pricing, securitisation, and consumer finance.
Michael is recipient of Risk's 2004 Quant of the Year and GARP's 2003 Financial Risk Manager of the Year, and serves as an associate editor of the Journal of Banking & Finance, the Journal of Credit Risk, and the International Journal of Central Banking. Michael holds a Ph.D. in Economics from MIT and a B.A. in Mathematics & Philosophy from Yale.
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Michael Gordy is a Senior Economist at the US Federal Reserve Board and presently a Visiting Scholar at the Indian School of Business.