Dr. Douglas W. Dwyer
Douglas W. Dwyer leads Corporate Credit Research in Predictive Analytics. This group produces credit risk metrics of small businesses, medium sized enterprises, large corporations, financial institutions, and sovereigns worldwide. The group’s models are used by banks, asset managers, insurance companies, accounting firms and corporations to measure name specific credit risk for a wide variety of purposes. We measure credit risk using information drawn from financial statements, regulatory filings, security prices, derivative contracts, behavioral and payment information. For each asset class, the methodology is developed based on the available information for each obligor.
Current projects include developing a climate adjusted probability of default and incorporating ESG factors into credit analytics. We also are developing an approach to produces comparable PDs across asset classes that opportunistically uses whatever information is available.
Prior to working at Moody’s Analytics, Dr. Dwyer was a Principal at William M. Mercer, Inc., in their Human Capital Strategy practice. Dr. Dwyer earned a Ph.D. in Economics at Columbia University and a B.A. in Economics from Oberlin College.