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Denghui Chen

Senior Financial Economist

Commercial Credit Risk Analysis Division

Denghui Chen is a Senior Financial Economist in the Commercial Credit Risk Analysis Division within Supervision Risk and Analysis at the Office of the Comptroller of the Currency (OCC). His practice in risk modeling and management is primarily focused on stress testing and valuation issues.

Dr. Chen joined the OCC in 2017. His research interests include risk modeling, asset pricing, market efficiency, and market microstructure. Dr. Chen earned his Ph.D. in Finance from West Virginia University and a master’s degree in Economics from Fordham University.

Dr. Chen’s research papers can be found here.

  1. Chen, D. (2018). Risk Aversion Decomposition and the Impact of Monetary Policy Surprises on Aggregate Tail Risk Aversion, Journal of Risk Finance, 19 (2018), 564-590.

  1. Denghui Chen and Chen Gu (2020). “Does Investor Attention Foretell Stock Trading Activities? Evidence from Twitter Attention” (Semifinalist, 2018 FMA Best Paper in Investments).
  2. Denghui Chen, Chen Gu, and Raluca Stan (2019). “It is not just What you say, but How you say it: Why Tonality Matters in Central Bank Communication”