Amnon Levy is a managing director and the head of the portfolio and balance sheet research group within Moody’s Analytics quantitative research group. His group is responsible for research and quantitative services related to Moody’s portfolio, balance-sheet, stress-testing and impairment solutions, exploring how to manage credit in the face of climate risk, and the use of artificial intelligence and machine learning in portfolio strategy design.
Levy holds a BA in economics from the University of California, Berkeley, and a PhD in finance from the Kellogg Graduate School of Management, Northwestern University. Prior to joining Moody’s (originally KMV), he was a visiting assistant professor at the New York University Stern School of Business and the Haas School of Business, University of California, Berkeley, and worked at the Board of Governors of the Federal Reserve System.
Levy’s research has been widely published in academic and practitioner journals, and he has also contributed to a number of books, including Credit Risk Measurement and Management: Disruption and Evolution, CCAR and Beyond: Capital Assessment, Stress Testing and Applications and The New Impairment Model under IFRS 9 and CECL.