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Xiaofei Zhang

Lead Modeling Expert

Market Risk Analysis Division

Xiaofei Zhang is a Lead Modeling Expert in Market Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC). Prior to joining the OCC in 2010, Dr. Zhang was a quantitative research analyst at Citigroup. Dr. Zhang’s research interests include market risk and credit risk.

Dr. Zhang’s research can be found here.

  1. Min Qi, Xiaofei Zhang and Xinlei Zhao, (2014) Unobservable Systematic Risk factor and default prediction, Journal of Banking & Finance, 49, issue C, p. 216-227.

  1. Phillip Li, Xiaofei Zhang, and Xinlei Zhao (2020), "Modeling Loss Given Default Regressions," OCC Working Papers - New Frontiers in Bank Risk Management.
  2. Phillip Li, Min Qi, Xiaofei Zhang, and Xinlei Zhao (2014), "Further Investigation of Parametric Loss Given Default Modeling," OCC Economics Working Paper 2014-2.
  3. Min Qi and Xiaolong Yang (2007), "Loss Given Default of High Loan-to-Value Residential Mortgages," OCC Economics Working Paper 2007-4.