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Lan Shi is a senior financial economist in the Retail Credit Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC). She provides quantitative support to bank examiners in Dodd-Frank Act stress testing (DFAST), model risk management, and CECL examinations mainly in the areas of credit risk modelling and capital requirements. She also conducts policy analyses as well as independent research.
Her principal research interest is in the U.S. mortgage financing market and more broadly financial institutions and regulation. Her recent research examined the heterogeneity in the effect of Covid-19 relief programs on mortgage borrowers. Her current research topics include the significantly elevated role of non-banks (including FinTechs) in mortgage origination and servicing of agency and private label securitized mortgages and its implications on banks. Her earlier research focused on principal-agent problem under information asymmetry.
She joined OCC in 2013. Prior to that, she has been a senior research associate with the Housing Finance Policy Center of Urban Institute and an assistant professor with the Department of Economics at the University of Washington. She earned her Ph.D. from the Booth School of Business of the University of Chicago.
Lan’s research papers can be found here or here.