Deming Wu is a Senior Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).
Dr. Wu’s current research projects include credit default swaps (CDS) and bank loan sales, CDS and bank risk management, market making in the CDS market, CDS and loss severity of corporate defaults, liquidity risk and bank failures, corporate default prediction, and currency carry trade and bank’s foreign exchange risk management. He also serves as a credit-risk modeling expert participating in the reviews of models used by banks in credit risk management and in Basel II risk-based capital for wholesale and retail credit exposures.
Dr. Wu holds a doctorate in economics from Stanford University. He also holds a master’s degree in computer science from Stanford University and an undergraduate degree in management science from the University of Science and Technology of China. He is an inventor of the US patent “System and method for configuring and viewing audit trails in an information network” (US 7574501 B2). His fields of interest include risk management, banking and financial institutions, financial regulation, and econometrics.
Wu, Deming (2013). "Currency Carry Trade and Bank’s Foreign Exchange Risk Management." Working Paper, Office of the Comptroller of the Currency.
Louie, David Gok, Jai-Jein Yu, and Deming Wu (2009). "System and Method for Configuring and Viewing Audit Trails in an Information Network." In United States Patent Application Publication, edited by United States Patent and Trademark Office.
Deming Wu (2006). "Estimating China's Core Inflation Rate." In Recent Financial Crises: Analysis, Challenges and Implications. 2006, Pp. 296-327, edited by Lawrence R. Klein and Tayyeb Shabbir. 296-327: Cheltenham, U.K. and Northampton, Mass.: Elgar.