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    Douglas Dwyer

    Credit risk modeling expert; machine learning researcher; quantitative and statistical data analyst

    Douglas Dwyer heads Single Obligor Research, a group that produces credit risk metrics of small businesses, medium-sized enterprises, large corporations, financial institutions, and sovereigns worldwide. Banks, asset managers, insurance companies, accounting firms, and corporations use the group’s models to measure credit risk for a variety of purposes. Doug and his group are researching machine learning-based techniques for credit risk modeling.

    Columbia University: PhD, Economics
    Oberlin College: BA, Economics

    Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.

    Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.


    Asset Valuation: Process of determining the fair market or present value of assets using book values.

    Economic Risk Assessment: Quantitative economic assessment to help you understand the impact of forward-looking changes on the performance of your business and portfolios.

    Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.

    Representative Project

    Developed a method to convert a rating into a point-in-time term structure of PDs that supports IFRS 9 and CECL calculations.

    Published Work