Dr. Amnon Levy is Managing Director in the Research and Modeling Group of Moody's Analytics. He Heads the Portfolio and Balance Sheet Research group that is responsible for designing quantitative solutions and provides services related to Moody's Analytics credit portfolio, capital management, asset-liability management, credit valuation, impairment and stress testing solutions. The team designs solutions that bring together regulatory requirements, accounting standards and economic risks in credit valuation, and portfolio, capital and balance sheet management. The team is developing credit portfolio models that integrate with epidemiological data to facilitate navigating through COVID-19, as well as credit models that account for climate change. Dr. Levy holds a B.A. in Economics from the University of California at Berkeley and a Ph.D. in Finance from the Kellogg Graduate School of Management, Northwestern University. Prior to joining Moody's Analytics (originally KMV), Dr. Levy was a visiting assistant professor at the Stern School of Business, New York University, and the Haas School of Business, University of California at Berkeley, and had worked at the Board of Governors of the Federal Reserve System. Dr. Levy's research has been widely published in academic and practitioner journals including American Banker, The Journal of Financial Economics, Journal of Monetary Economics, Journal of Banking and Finance, Journal of Risk Model Validation, and contributed to a number of books, including, chapters in CCAR and Beyond - Capital Assessment, Stress Testing and Applications, and The New Impairment Model Under IFRS 9 and CECL. He is also the co-editor of "Credit Risk Measurement and Management: Disruption and Evolution," a best-selling Risk Books publication.