Dr. Samuel W. Malone

Dr. Samuel W. Malone

Director of Research

Sam leads the quantitative research team within the CreditEdge™ research group. In this role, he develops novel risk and forecasting solutions for financial institutions while providing thought leadership on related trends in global financial markets.

He is author of the book Macrofinancial Risk Analysis, published in the Wiley Finance series with foreword by Nobel Laureate Robert Merton, as well as the author of more than 20 peer-reviewed articles in academic journals. He has BS degrees in mathematics and economics from Duke University, where he graduated summa cum laude, and a doctorate in economics from the University of Oxford.

Published Work

Webinar-on-Demand

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Moody's Analytics Webinar: Topics@CreditEdge – Dealing With Fallen Angel Risk

Fallen Angel risk results from the possibility and price impact of bond downgrades from investment grade (IG) into high yield (HY).

June 2019

Article

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Dealing With Fallen Angel Risk

We test the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.

May 2019

Webinar-on-Demand

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Moody's Analytics Webinar: Topics@CreditEdge Navigating Choppy Markets - Focus on Asia

Since the Asia crisis, most countries in Asia have displayed a longer term secular trend of falling default risk.

February 2019

Article

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The Deterioration Probability - At a Glance

The Deterioration Probability - At a Glance

March 2018

Article

creditedge

The Deterioration Probability Methodology

The Deterioration Probability Methodology

March 2018

Article

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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