Dr. Fons, Jerome S.
Jerry is the Principal of Fons Risk Solutions,
New York, a firm providing advisory services in
the areas of measuring and pricing credit risk,
developing statistical credit risk models, and
Basel II implementation from August 2007. He
also advises asset managers on investment
strategies with respect to rating agencies.
Prior to this Jerry was MD, Credit Policy at
Moody's Investor Service. He was the Chair of
Risk Knowledge Network, Inc.
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their Fundamental Credit Committee, a member of the Credit Policy
Committee, and a member of the Country Risk Committee. He joined
Moody's in 1990 as Vice-President/Economist. At that time, he authored
Moody's corporate bond Default Studies, served as the chief mortgage
economist for MBS group, developed a rating methodology for structured
finance products and assigned and monitored ratings for MBS.
From 1996 through 2001, Jerry was MD for Moody’s East Asian bank
ratings, including Japan. Prior to this, he worked in the Structured Finance
Department and has been the principal author of Moody’s corporate bond
and commercial paper default studies. He has also been an Economic
Advisor at Chemical Bank, New York and an Economist with the FRB of
New York and Cleveland.
Jerry has published several widely-cited articles in the field of credit risk
measurement and he has contributed to chapters in many books (Wiley,
Risk Publications). He has presented to the World Bank, the IMF, the BIS,
CEBS, the SEC, the FDIC, the FFIEC, the Federal Reserve and many
academic institutions. He was formerly an instructor with the FFIEC.
Jerry holds a BA in Economics from San Diego State University and a PhD
in Economics from the University of California, San Diego.
