Dennis Glennon is the Lead Modeling Expert of Risk Analysis within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Glennon’s current research projects include the application of maximum entropy econometric techniques to bank-failure and loan-default modeling, the development of competing-risk models of SBA loan default and prepayment behavior, and the development of alternative methods of assessing model risk. He participates in the supervision of retail lending and mortgage credit-scoring and pricing models. His fields of interest include credit scoring, credit risk modeling, and bank failure analysis. Dr. Glennon received his doctorate in economics from the University of Missouri-Columbia.
Andersson, Fredrik, Souphala Chomsisengphet, Dennis Glennon and Feng Li (2013). “The Changing Pecking Order of Consumer Defaults,” Journal of Money, Credit and Banking, vol. 45, pp. 251-275.
Barakova, Irina, Dennis Glennon, and Ajay Palvia, (2013). “Sample Selection Bias in Acquisition Credit Scoring Models: An Evaluation of the Supplemental-Data Approach,” Journal of Credit Risk, 9(3), 77-117.
Robert DeYoung, Scott Frame, Dennis Glennon and Peter Nigro (2011). "The Information Revolution and Small Business Lending: The Missing Evidence," Journal of Financial Services Research, 39 (1-2).
Glennon, Dennis and Peter Nigro (2011). “Evaluating the Performance of Static Versus Dynamic Models of Credit Default: Evidence from Long-Term Small Business Administration-Guaranteed Loans,” Journal of Credit Risk, 7(2).
Elul, Ronel, Nicholas Souleles, Souphala Chomsisengphet, Dennis Glennon, Robert Hunt (2010). “What 'Triggers' Mortgage Default," American Economic Review – Papers and Proceeding, 100(2), p. 490-494.
DeYoung, Robert, Scott Frame, Dennis Glennon, Daniel McMillen, and Peter Nigro (2008). “Commercial Lending Distance and Historically Underserved Areas,” Journal of Economics and Business, 60, pp 149-164.
DeYoung, Robert, Dennis Glennon, and Peter Nigro (2008). “Borrower-Lender Distance, Credit Scoring, and Loan Performance: Evidence from Informationally Opaque Small Business Borrowers,” Journal Financial Intermediation, 17, pp 113-143.
Glennon, Dennis, Nick Kiefer, Erik Larson, and Huanshi Choi (2008). “Development and Validation of Credit-Scoring Models,” Journal of Credit Risk, 4.
Glennon, Dennis and Peter Nigro (2005)“Measuring Small Business Loan Default Behavior by Maturity,” Journal of Financial Services Research, 28(1 / 2), pp 77-111.
Glennon, Dennis and Peter Nigro (2005).“Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach,” Journal of Money, Credit, and Banking, 37(5), pp. 923-947.
Kolari, James, Dennis Glennon, Hwan Shin, and Michele Caputo (2002). “Predicting Large U.S. Commercial Bank Failures,” Journal of Economics and Business, 54, pp. 361-387.
Brown, Jeffery and Dennis Glennon (2000). “Cost Structures of Banks Grouped by Strategic Conduct,” Applied Economics, 32, pp. 1591-1605.
Stengel, Mitchell and Dennis Glennon (1999). ”Evaluating Statistical Methods of Modeling Mortgage Lending Decisions: A Bank-Specific Approach,” Real Estate Economics, 27(2).
Glennon, Dennis and Julia Lane (1996). ”Financial Innovation, Interest Rates, and Recent Behavior of the Velocity of Money,” Journal of Banking and Finance, 20, pp. 207-225.
Glennon, Dennis and Amos Golan, (2003). “A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach,” Office of Comptroller of Currency, Economic and Policy Analysis Working Paper, 2003-1.
Kolari, James, Dennis Glennon, Hwan Shin, and Michele Caputo, (2000). “Predicting Large U.S. Commercial Bank Failures,” Office of Comptroller of Currency, Economic and Policy Analysis Working Paper, 2000-1.
Glennon, Dennis and Mitch Stengel, (1994). “An Evaluation of the Federal Reserve Bank of Boston's Study of Racial Discrimination in Mortgage Lending,” Office of the Comptroller of the Currency, Economics and Policy Analysis Working Paper, 94-4.