Dr. Michael Jacobs Senior Financial Economist, Credit Risk Analysis Division, Office of the Comptroller of the Currency, US Department of the Treasury, USA

2 Talks

Michael Jacobs is a Senior Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC). Dr. Jacobs current research interests include theoretical models and empirical studies of wholesale credit risk (loss given default, exposure at default, ratings migrations and probability of default... read moremodeling for large corporate loans and bonds; the performance of distressed debt and credit derivatives); and risk aggregation and correlation forecasting. Before joining the OCC in 2005, Dr. Jacobs was a Vice-President, Risk Methodology at JP Morgan Chase for five years, served for three years as a quantitative analyst at Sumitomo-Mitsui Banking Corporation, and spent five years as an instructor and assistant professor at Baruch College. Dr. Jacobs earned his doctorate in finance from City University of New York. He holds a bachelor's degree in engineering science, a master's degree and an advanced degree in mathematical economics from State University of New York at Stony Brook.