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Martin is an economist within Moody’s Analytics. He covers financial market risk, as well as US state and local economies. Before joining Moody’s Analytics, he served as associate professor of economics at Pacific Lutheran University in Tacoma, Washington. Martin has published on financial market development and informal economies and has conducted local impact studies and forecasts. He has a doctorate and a master’s degree from the University of Wisconsin – Milwaukee and completed his undergraduate work at the University of Potsdam and the Ludwig-Maximilians University in Munich, Germany.

 

Related Insights

Modeling and Forecasting Interest Rate Swap Spreads

In this article, we model and forecast the term structure of swap spreads across a range of currencies using a principle component decomposition.

October 2017 WebPage Dr. Sohini ChowdhuryDr. Martin A. Wurm

Stressed Realized LGDs: Forecasting Recovery Rates under Alternative Macroeconomic Scenarios

This article proposes a method of modeling realized losses given default (LGDs) as a function of macroeconomic drivers for stress testing purposes.

October 2017 WebPage Dr. Samuel W. MaloneDr. Martin A. Wurm

Modeling Stressed LGDs for Macroeconomic Scenarios

In this article, we model stressed LGDs as a function of macroeconomic drivers and find that LGDs sometimes lead PDs by several months during crisis periods.