Roger Stein
Roger Stein - Moody's Investors Services
Roger M. Stein is the president of Moody's Research Labs in New York. He has been actively engaged in developing new approaches to applied credit risk modeling for over 20 years. As the co-head of Moody's KMV's research and product development Dr. Stein led the development of commercial risk management tools (including RiskCalcTM and LossCalcTM) that have been adopted widely by hundreds of major financial institutions globally and has worked extensively on developing techniques for model validation. Before that he led Moody's Risk Management Services' research group.
He has authored dozens of professional and academic articles and serves on the editorial boards of several finance-related journals. Dr. Stein's most recent book is Active Credit Portfolio Management in Practice (Wiley), in which he and his co-author, Jeffery R. Bohn, provide a handbook for practitioners on applied corporate credit risk management. Dr. Stein has a PhD and Masters degree from the Stern School of Business, New York University, and a Bachelor degree in Mathematics and Japanese Studies from the State University of New York at Binghamton.
Return to the full Editorial Board listing
More information on The Journal of Risk Model Validation