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Yan (Jenny) Zhang

Lead Modeling Expert

Commercial Credit Risk Analysis Division

Yan (Jenny) Zhang is a Lead Modeling Expert of the Commercial Credit Risk Analysis Division within Supervision Risk and Analysis at the Office of the Comptroller of the Currency (OCC).

Prior to joining the OCC in 2008, Dr. Zhang worked for seven years in the banking industry. Dr. Zhang earned a Ph.D. in economics and an M.S. in statistics from Iowa State University, and a B.A. and an M.A. in economics from Fudan University in China.

Dr. Zhang's research interests include Real Estate Finance, Fair Lending, Banking and Regulation, Household Financial Decision-Making, and Financial Econometrics.

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

  1. Qi, Min, Harald Scheule, and Yan Zhang (2020), “Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw”, Journal of Real Estate Finance and Economics, forthcoming

  2. Trubey, Peter and Yan Zhang (2019), “Machine Learning and Sampling Scheme: an Empirical Study of Money Laundering Detection”, Computational Economics, Volume 54, Issue 3, Pages 1043–1063
  3. Agarwal, Sumit, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, and Yan Zhang (2019), “Holdup by Junior Claimholders: Evidence from the Mortgage Market”, Journal of Financial and Quantitative Analysis, Volume 54, Pages 247-274
  4. Shi, Lan and Yan Zhang (2018), “The Effect of Mortgage Broker Licensing on Loan Origination, Standards and Defaults under the Originate-to-Distribute Model: Evidence from the U.S. Mortgage Market”, Journal of Financial Intermediation, Volume 35, Part A, Pages 70-85
  5. Zhang, Yan (2013), “Assessing Fair Lending Risks Using Race/Ethnicity Proxies,” Management Science, forthcoming.
  6. Shi, Lan and Yan Zhang (2015), “Appraisal Inflation Evidence from 2009 GSE HVCC Intervention,” Journal of Housing Economics, Vol 27, pp. 71-90.
  7. Zhang, Yan (2013), “Does Loan Renegotiation Differ by Securitization? A Transition Probability Study,” Journal of Financial Intermediation, Vol. 22 (3), pp. 513-527.
  8. Zhang, Yan (2013), “Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter?” Journal of Real Estate Finance and Economics, Vol. 46, pp. 131-151.

  1. Guo, Zhengfeng, Yan Zhang, and Xinlei Zhao (2020), “Risk of long-term auto loans”
  2. Li, Feng and Yan Zhang (2020), “The Impact of Data Aggregation and Risk Attributes on Stress Testing Models of Mortgage Default”