Jon  Frye

Jon  Frye

Senior Economist and Risk Specialist

(312) 322-5035

Jon Frye is a senior economist and risk specialist in bank supervision and regulation at the Federal Reserve Bank of Chicago, where he researches portfolio credit risk models and their application at banks. Frye also teaches in the University of Chicago's financial mathematics program. Prior to the Fed, Frye implemented market risk and counterparty exposure models at large U.S. banks. He holds a Ph.D. in economics from Northwestern University.

Working Papers

Risk Working Papers

Jon Frye | 2013 | September


Jon Frye | 2013 | January

Credit Portfolio Research

Jon Frye | 2000 | March


Jon Frye | 2000 | October

Jon Frye and Michael Jacobs | Journal of Credit Risk | 2012 | Spring


Jon Frye | Risk | 2010 | January


Jon Frye | Journal of Credit Risk | 2008 | Summer

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