Home Authors Posts by Albert Metz

Albert Metz


Managing Director and Head of Credit Policy Research, Moody's Investor Service
New York City, NY

Experience & Areas of Interest:

While with Moody's Dr. Metz has developed patented models of corporate default and rating transition.He has also managed the Methodology and Model Validation Group which vetted credit models in all market segments including corporate, banking, financial institutions, public sector, sovereign, municipal and structured finance.

Currently he is managing the Credit Policy Global Research Group, with responsibilities for model verification, methodology validation, regulatory reporting and credit research.He is frequently called on to explain complex credit issues to senior management, academic panels, and regulators.

His specialties include
econometrics, default forecasting, credit modeling, methodology validation, risk management, project management, portfolio models, structured finance, fixed income valuation, and Matlab.


University of Chicago, Ph.D., Economics, 1996-2001
Occidental College, B.A. Economics, 1990 - 2001

Related Posts

Enable Notifications    OK No thanks