Enterprise Risk Analysis
Denghui Chen is a Financial Economist in the Enterprise Risk Analysis Division within the Economics department at the Office of the Comptroller of the Currency (OCC). He provides quantitative modeling support for Dodd-Frank Act stress-testing (DFAST). His practice in risk modeling and management is primarily focused on stress testing and valuation issues.
Dr. Chen joined the OCC in 2017. His research interests include risk modeling, asset pricing, securitization, and market microstructure.
Dr. Chen earned his Ph.D. in Finance from West Virginia University. He also holds a master's degree in economics from Fordham University.