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Yanan Zhang

Senior Financial Economist

Retail Credit Risk Analysis Division

Yanan Zhang is a senior financial economist of the Retail Credit 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 senior economist at Freddie Mac. She earned a Ph.D. from University at Albany.

Dr. Zhang's research interests include retail credit risk and consumer behavior in banking and finance, and macro prudential policy for bank regulation. Recently she studied different modeling choices in building stress test models for first lien mortgages, and adverse selection in securitization in the home equity market.

Yanan’s research papers can be found here.

  1. Local Housing Market Cycle and Loss Given Default: Evidence from Sub-Prime Residential Mortgages, with Lu Ji, Fei Liu. IMF working paper, 2010.
  2. Default Probability and Loss Given Default for Home Equity Loans, with Michael LaCour-Little, OCC working paper, 2014.
  3. Does Servicer Heterogeneity Matter for Loss Given Default on Home Equity Loans? With Michael LaCour-Little, presented at FSU/OCC conference, 2014.
  4. Adverse Selection in the Home Equity Line of Credit Market, 2016, with Michael LaCour-Little. Submitted to Journal of Banking and Finance.
  5. Michael LaCour-Little and Yanan Zhang (2014), "Default Probability and Loss Given Default for Home Equity Loans," OCC Economics Working Paper 2014-1.