Dr. Amnon Levy

Managing Director, Head of Portfolio and Balance Sheet Research and Modeling Services


Amnon Levy
Amnon heads the Portfolio Research Group that is responsible for research and model development for Moody’s Analytics portfolio and balance sheet models. His current research interests include modeling credit portfolio risk, integrated models for balance sheet management, and liquidity risk.

Prior to joining Moody’s Analytics, Amnon 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. He is currently teaching a course on credit risk at the Haas School of Business MFE program. Amnon has been published in the Journal of Financial Economics, Journal of Monetary Economics, Encyclopedia of Quantitative Finance, Risk, Journal of Banking and Finance, and Journal of Risk Model Validation.

He holds a BA in Economics from the University of California at Berkeley and a PhD in Finance from the Kellogg Graduate School of Management, Northwestern University.
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