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    Dr. Samuel W. Malone

    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.

    Expertise
    solutions
    Moody's Analytics | Systemic Risk

    Systemic Risk: Moody's Analytics provides comprehensive measures of network connectivity in the financial services industry.

    Published Work
    Webinar-on-Demand

    Moody's Analytics Webinar: Environmental, Social & Governance and Credit Risk Ideas for Fixed Income Investors

    Fixed income and equity investors face growing pressure to measure and monitor the ESG risk of their portfolios.

    December 2019
    Webinar-on-Demand

    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

    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

    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

    The Deterioration Probability - At a Glance

    The Deterioration Probability - At a Glance

    March 2018
    Article

    The Deterioration Probability Methodology

    The Deterioration Probability Methodology

    March 2018