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morokoff williamWilliam Morokoff is a Managing Director at Standard & Poor’s and heads the Quantitative Analytics and Research group. In this role, Bill is responsible for leading the development and application of quantitative methodologies for all of Standard & Poor’s Ratings Services. In partnership with Structured Finance Ratings, Corporate Ratings, Global Risk Management and Economics and Research, his team is also responsible for research support of the quantitative models and criteria used in Standard & Poor’s credit assessment products and services.
Bill has worked extensively in credit and market risk modeling, with a research focus on numerical analysis for portfolio risk management problems. Before joining Standard & Poor’s, Bill was a senior member of the credit research group at Moody’s KMV, leading the new product research group and ultimately heading the research team. Before that, he worked in quantitative market risk management as a vice president at Goldman Sachs.
Bill is a frequent participant at industry and academic conferences, presenting new research in quantitative finance. He is also active in the academic community, establishing close relationships with leading financial engineering programs and having served as a journal editor and an Adjunct Professor of mathematical finance.
Bill received a bachelor of science degree in Chemical Engineering from Purdue University. He also holds a Ph.D. in Mathematics from the Courant Institute at New York University, where he specialized in Monte Carlo methods and numerical analysis.
Disclaimer: The biography is as of the date the speaker presented.
Event Name Modeling Challenges for Credit Risk and Economic Forecasting
Event Date 2015-05-13

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