Xiaofei Zhang

Senior Financial Economist

Xiaofei Zhang

Market Risk Analysis Division

(202) 286-4042
xiaofei.zhang@occ.treas.gov

Xiaofei Zhang is a senior financial economist in the Market Risk Analysis Division at the Office of the Comptroller of the Currency (OCC).

Prior to joining the OCC in 2010, Dr. Zhang was a quantitative research analyst at Citi Group. Dr. Zhang earned a Ph. D. from Huazhong Normal University.

Dr. Zhang's research interests include market risk and credit risk.

  1. Min Qi, Xiaofei Zhang and Xinlei Zhao, (2014) Unobservable Systematic Risk factor and default prediction, Journal of Banking & Finance, 49, issue C, p. 216-227.
  1. Phillip Li, Min Qi, Xiaofei Zhang, and Xinlei Zhao (2014), "Further Investigation of Parametric Loss Given Default Modeling," OCC Economics Working Paper 2014-2.
  2. Min Qi and Xiaolong Yang (2007), "Loss Given Default of High Loan-to-Value Residential Mortgages," OCC Economics Working Paper 2007-4.