Michael B. Gordy PhD, Economics, MIT, 1994

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 modeling. Other research interests include consumer credit, auction theory, applied econometrics, and computational economics.

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

Affiliations and Awards

• My homepage at the Fed.
• Associate Editor, Journal of Banking and Finance.
• Associate Editor, Journal of Credit Risk.
• Scientific Committee, HEC Montréal's Second International Conference on Credit Risk, Montreal, April 2004.
• Scientific Committee, CREDIT Conference on Validation of Credit Risk Models, Venice, September, 2004.
• 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.

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.

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Last update: 7-July-2004