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Junjie Sun

Deputy Director

Market Risk Analysis Division

Junjie Sun is the Deputy Director of Market Risk Analysis Division (Market RAD) within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC).

Dr. Sun specializes in quantitative modeling and analytics in capital markets valuation and risk areas including derivative pricing, market risk and counterparty credit risk management and regulatory capital calculation, swap margin rule, asset liability management, and mortgage banking. As Deputy Director, Dr. Sun assists the Market RAD Director in managing division financial economists to review quantitative models used by banks in their capital markets activities as part of bank examination as well as planning and implementing bank supervision projects and quantitative analyses for topics in capital markets, and advising on quantitative issues to bank examiners, policy makers and senior management in the OCC.

Dr. Sun joined the OCC as a financial economist in 2007 and holds a Ph.D. in economics and a master’s degree in statistics from Iowa State University, and his research can be found here.

  1. "Understanding Commercial Real Estate Indices" (with X. Yang and X. Zhao), Journal of Real Estate Portfolio Management, 18(3), 289-303, 2012.
  2. "Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application", (with H. Li and L. Tesfatsion), chapter in Computational Methods in Economic Dynamics, 2010.
  3. "Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework," (with L. Tesfatsion), Computational Economics, (30): 291-327, August 2007.

  1. "Aggregate Liquidity Shortage, Housing Market Conditions, and Bank Failures" (with D. Wu and X. Zhao).
  2. "Predicting 2007-2009 Housing Market Crash – Evidence from U.S. Mortgage Prepayment Activities" (with X. Zhao).