Michael B. Gordy PhD, Economics, MIT, 1994 CV in PDF format

I'm a senior economist in the Research and Statistics Division of the Board of Governors of the Federal Reserve System. My work for the Fed mainly concerns credit risk pricing and portfolio modeling. Other research interests include applied econometrics and computational finance.

On this website, you can find information on my publications, working papers and publicly available software. I also maintain a list of conference and seminar presentations.

Affiliations and Awards

• My homepage at the Fed.
• Visiting Scholar, Indian School of Business, Hyderabad, 2006.
• Associate Editor, Journal of Banking and Finance, 2002-present.
• Associate Editor, International Journal of Central Banking, 2004-present.
• Associate Editor, Journal of Credit Risk, 2004-present.
• Editorial Committee, GARP Digital Library, 2005-present.
• International Advisory Board, Institute of Global Finance, Australian School of Business, 2011-present.
• Awarded Best Paper of Volume XII, Journal of Financial Intermediation.
• Quant of the Year, Risk Magazine, 2004.
• Financial Risk Manager of the Year, Global Association of Risk Professionals (GARP), 2003.

Conference Committees

• Conference on Regulation of Systemic Risk, Federal Reserve Board, Washington D.C., September 2011.
• Session on Systemic Risk at Third SIAM Conference on Financial Mathematics and Engineering, San Francisco, November 2010.
• Forum on Systemic Risk and Liquidity, Fields Institute, Toronto, May 2010.
• CAF Summer Research Conference, Hyderabad, August 2006.
• Risk Magazine's Quant Congress, 2006.
• Second International Conference on Credit Risk, HEC Montréal, April 2004.
• CREDIT Conference on Validation of Credit Risk Models, Venice, September, 2004.

You can also find me on

• SSRN
• IDEAS at RePEc
• Google Scholar

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

Last update: 28-Nov-2011