Amnon Levy

Dr. Amnon Levy is a Managing Director in the Research and Modeling Group of Moody s Analytics. He Heads the Portfolio and Balance Sheet Research group that is responsible for research and quantitative services related to Moody s Analytics portfolio, balance sheet, stress testing, and impairment solutions. The team designs solutions that bring together regulatory requirements, accounting standards and economic risks in credit valuation, and portfolio, capital and balance sheet management. The team is also exploring how to manage credit in the face of climate risk, and the use of artificial intelligence and machine learning in portfolio strategy design. Dr. Levy holds a B.A. in Economics from the University of California at Berkeley and a Ph.D. in Finance from the Kellogg Graduate School of Management, Northwestern University. Prior to joining Moody s Analytics (originally KMV), Dr. Levy was a visiting assistant professor at the Stern School of Business, New York University, and the Haas School of Business, University of California at Berkeley, and had worked at the Board of Governors of the Federal Reserve System. Dr. Levy s research has been widely published in academic and practitioner journals including the Journal of Financial Economics, Journal of Monetary Economics, Journal of Banking and Finance, and Journal of Risk Model Validation. He has also contributed to a number of books, including chapters in CCAR and Beyond - Capital Assessment, Stress Testing and Applications, and The New Impairment Model Under IFRS 9 and CECL.

Book

• Credit Risk Measurement and Management 1st Edition
  by Amnon Levy (Author), Jing Zhang (Author), 2019

Education

• Doctor of Philosophy - PhD Northwestern University - Kellogg School of Management (1996 — 2000)
• Bachelor's degree University of California, Berkeley (1990 — 1994)
• High School Diploma Bronx High School of Science (1986 — 1990)

Companies

• Managing Director, Head of Portfolio and Balance Sheet Research Moody's Analytics (2014 — 2021)
• Managing Director, Head of Portfolio Research Moody's Analytics (2008 — 2014)
• Master of Financial Engineering Program Lecturer, teaching Credit Risk University of California, Berkeley, Haas School of Business (2010 — 2013)
• Head of Portfolio Research Moody's KMV (2002 — 2008)
• Model Manager KMV (2002 — 2002)
• Visiting Assistant Professor, teaching Corporate Finance University of California, Berkeley, Haas School of Business (2001 — 2002)
• Visiting Assistant Professor, teaching Corporate Finance NYU Stern School of Business (2000 — 2001)
• Research Assistant Federal Reserve Board (1994 — 1996)