John Frye - Federal Reserve Bank of Chicago
Jon Frye is a Senior Economist at the Federal Reserve Bank of Chicago, where he performs credit loss research and develops supervisory loss models. He is cited as a pioneer for his research connecting the loss given default rate to the default rate.
Dr. Frye also teaches in the Program on Financial Mathematics at the University of Chicago. Previously, he developed risk measurement and control systems at large financial institutions and earned his Ph.D. at Northwestern University.