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Qingqing Chen 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).
At the OCC, Dr. Chen serves as a credit-risk modeling expert to conduct on-site and off-site bank-specific exams of quantitative models and methods for valuation and risk measurement in the areas of Basel III/II risk parameters (PD, LGD and EAD), retail acquisition, account management and pricing models, and DFAST/CCAR stress testing models, and ML/AI models. She has represented the Risk Analysis Division on inter- and intra-agency policy working groups, conducted bank-specific analyses of quantitative credit risk measurement and models, and advised on quantitative modeling issues to bank examiners and policy makers in the OCC.
Dr. Chen's research interests include credit risk modeling, banking and financial institutions, financial econometrics, forecasting, and market microstructure. Her current research projects focus on credit risk modeling, forecasting, and uncertainty. Dr. Chen received her doctorate in economics from Cornell University and an undergraduate degree from Peking University in China.
Dr. Chen's research papers can be found here.