Michael B. Gordy
PhD, Economics, MIT, 1994

CV in PDF format

I am an economist at the Federal Reserve Board. My research interests include credit risk pricing; forecasting default and recovery; portfolio modeling; CDS market microstructure; trading book model backtesting; securitization; and simulation methods.

On this website, you can find information on my publications, working papers and teaching experience.

Affiliations and Awards

Editorial Positions

Conference Committees

Where else to find me?

Disclaimer: The information and links on this page in no way express the opinions of the Board of Governors of the Federal Reserve System.

Michael Gordy
Division of Research and Statistics
Federal Reserve Board
Washington, DC 20551
Telephone: +1-202-452-3705
Email: michael.gordy@frb.gov

Last update: 30-Nov-2020