Journal of Credit Risk

Announcement of New Editor

The Journal of Credit Risk is pleased to announce that Michael Gordy has joined Ashish Dev as a new Editor-in-Chief for the journal.

Michael is a Principal Economist at the Federal Reserve Board in Washington, DC. He has held visiting appointments at Princeton and at the Indian School of Business, and was a recipient of Risk's 2004 Quant of the Year and GARP's 2003 Financial Risk Manager of the Year awards. Michael has long been a strong supporter of the journal, with eleven years'dedicated service as an Associate Editor.As Editor-in-Chief, he brings to the journal a wealth of research experience and a depth of knowledge derived from almost twenty years of publications.

Michael's research is largely focused on the measurement and pricing of credit risk at the single-name and portfolio levels, the computation and estimation of such models, and regulatory applications such as minimum capital requirement. The combined expertise of both Michael and Ashish will strengthen the performance and reputation of the journal.

Along with Michael, we would also like to extend a warm welcome to the new Associate Editors who have joined The Journal of Credit Risk this year:

  • Jennie Bai, Georgetown University
  • Jonathan Crook, The University of Edinburgh
  • Kay Giesecke, Stanford University
  • Jay Huang, Penn State University
  • Holger Kraft, Goethe University
  • Andre Lucas, VU University
  • Loriana Pelizzon, Goethe University
  • FanYu, Claremont McKenna College
  • Jing Zhang, Moody's Analytics

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