Deming Wu is a Senior Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).
Dr. Wu’s current research projects include systemic funding liquidity risk and bank failures, interbank market liquidity risk, Basel III liquidity risk measures, debt-market liquidity risk and corporate default prediction, currency carry trade and bank’s foreign exchange risk management, and semi-parametric credit risk models. He also serves as a credit-risk modeling expert participating in the reviews of models used by banks in credit risk management and in Basel II risk-based capital for wholesale and retail credit exposures.
He is an inventor of the U.S. patent "System and method for configuring and viewing audit trails in an information network" (US 7574501 B2). His fields of interest include risk management, banking and financial institutions, financial regulation, and econometrics.
Dr. Wu holds a doctorate in economics from Stanford University. He also holds a master’s degree in computer science from Stanford University and an undergraduate degree in management science from the University of Science and Technology of China.
Wu, Deming (2013). "Currency Carry Trade and Bank’s Foreign Exchange Risk Management." Working Paper, Office of the Comptroller of the Currency.
Deming Wu (2006). "Estimating China's Core Inflation Rate." In Recent Financial Crises: Analysis, Challenges and Implications. 2006, Pp. 296-327, edited by Lawrence R. Klein and Tayyeb Shabbir. 296-327: Cheltenham, U.K. and Northampton, Mass.: Elgar.
Louie, David Gok, Jai-Jein Yu, and Deming Wu (2009). "System and Method for Configuring and Viewing Audit Trails in an Information Network." In United States Patent Application Publication, edited by United States Patent and Trademark Office.