Dr. Larry Forest Jr.
Global Head of Research
Dr. Forest leads all of ZRE’s credit risk analytics research, model development and design. Dr. Forest has over 30 years’, experience, designing and developing advanced credit analytics solutions for large banking institutions, including leading the design of the first advanced PIT/TTC Dual Ratings for Barclays Capital, RBS and ZRE.
He led the econometric design and development of advanced Basel 2 PD, LGD and EAD credit models and most recently the application of ZRE to assessing climate driven credit risks.
Dr Forest holds a PhD in Economics.