Concepedia

Michael B. Gordy

MB

32

Publications

3.1K

Citations

23

H-Index

1996

Active since

Affiliations

Federal Reserve Board of Governors(Current)

Federal Reserve

University of Pennsylvania

Tata Institute of Fundamental Research

University of California, Los Angeles

Michael B. Gordy is an author at Federal Reserve Board of Governors specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementFinancial CrisisFinancial Risk ManagementEconomicsAccountingStatisticsAsset PricingCredit Risk

Publications per year

1996–2023

32

Publications

32

A risk-factor model foundation for ratings-based bank capital rules

Michael B. Gordy · Journal of Financial Intermediation · 2003 · 886 citations

Financial Risk Management, Management, Business +6

A comparative anatomy of credit risk models

Michael B. Gordy · Journal of Banking & Finance · 2000 · 729 citations

Financial Risk Management, Credit Risk Models, Risk Management +6

Procyclicality in Basel II: Can we treat the disease without killing the patient?

Michael B. Gordy, Bradley Howells · Journal of Financial Intermediation · 2006 · 409 citations

Clinical Case Report, Patient Safety, Evidence-based Medicine +6

Switching costs and adverse selection in the market for credit cards: New evidence

Paul S. Calem, Michael B. Gordy, Loretta J. Mester · Journal of Banking & Finance · 2005 · 96 citations

Empirical Finance, Economics, Financial Economics +10

Saddlepoint approximation of CreditRisk+

Michael B. Gordy · Journal of Banking & Finance · 2002 · 79 citations

Numerical Analysis, Mathematical Programming, Engineering +5

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