Yu Man Tam
Financial Economist
Market Risk Analysis Division
Yu-Man Tam is a senior financial economist in the Market Risk Analysis division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC).
Dr. Tam joined the OCC in 2016. Prior to this position, he was a senior research associate at the Federal Reserve Bank of St. Louis from 2007 to 2010. His primary areas of research are macro-finance, asset pricing, and risk management. He holds Ph.D. and MS degrees in finance from the Haas School of Business, UC Berkeley and a BS degree in mathematics and economics from UCLA.
Dr. Tam’s research can be found here.
- Guidolin, M. and Y.M. Tam, (2013). “A Yield Spread Perspective on the Great Financial Crisis: Break-Point Test Evidence.” International Review of Financial Analysis.
- R. Leung and Y.M. Tam, (2021). “Statistic Arbitrage Risk Premium by Machine Learning.”
- Y.M. Tam, (2021). “Sovereign Debt Default and Debt Ownership: Domestic Debt as a Commitment Device for Debt Repayment”
- Y.M. Tam, (2021). “Maturity Structure of Government Debt, Asset Markets, and the Real Economy”
- Sengupta, R. and Y.M. Tam, (2010). “Why HARM the Subprime Borrower?” Federal Reserve Bank of St. Louis, The Regional Economists, 18(2), 21-22.
- Guidolin, M. and Y.M. Tam, (2009). “Is the Financial Crisis Over? A Yield Spread Perspective.” Federal Reserve Bank of St. Louis, Monetary Trends.
- Guidolin, M. and Y.M. Tam, (2009). “Taming the Long-Term Spreads.” Federal Reserve Bank of St. Louis, Monetary Trends.
- Sengupta, R. and Y.M. Tam, (2009). “Home Prices: A Case for Cautious Optimism.” Federal Reserve Bank of St. Louis, Monetary Trends.
- Sengupta, R. and Y.M. Tam, (2009). “Recent Movements in the Baltic Dry Index.” Federal Reserve Bank of St. Louis, Economic Synopses No. 12.
- Sengupta, R. and Y.M. Tam, (2008). “The LIBOR-OIS Spread as a Summary Indicator.” Federal Reserve Bank of St. Louis, Economic Synopses No. 25.
- Sengupta, R. and Y.M. Tam, (2008). “Mortgage Originations: 2000-2006.” Federal Reserve Bank of St. Louis, Economic Synopses No. 18.