Lead Modeling Expert
Credit Risk Analysis Division
Harini Parthasarathy is a Lead Modeling Expert in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Parthasarathy's research interests include a variety of topics within corporate finance and quantitative modeling. Her current research projects focus on syndicated loans, bank regulation, private equity, commercial real estate lending and credit risk modeling for forecasting probability of default, loss and exposure.
At the OCC, in addition to research, Dr. Parthasarathy specializes in examining models used by large banks for wholesale credit risk management, in the areas of underwriting, regulatory capital, and stress testing. She is also providing quantitative support for CECL transition planning and modeling-related implementation issues.
Before joining the OCC in 2008, Dr. Parthasarathy worked for the World Bank in corporate finance research. She has also worked in Mumbai, India, as a senior consultant with Corporate Finance Consulting Practice of Arthur Andersen and as a structured products specialist with ICICI Bank.
Dr. Parthasarathy holds a doctorate in business economics from Harvard University; a master’s degree in business administration from the Indian Institute of Management, Bangalore; and an undergraduate degree in electronics engineering from the Birla Institute of Technology and Science, Pilani.
Dahiya, Sandeep, Klapper, Leora, Parthasarathy, Harini and Singer, Dorothe (2017). "Equity raising by Asian firms: Choosing between PIPEs and SEOs," Journal of Corporate Finance, Volume 45, August 2017, Pages 64-83
- Barakova, Irina, Hasan, M. Nazmul and Parthasarathy, Harini (2016). " Covenant Violations, Collateral and Access to Funding: Public and Private Firms, SSRN Working Paper 2773233.
- Barakova, Irina and Harini Parthasarathy (2013). "Modeling Corporate EAD at Default 2013" SSRN Working Paper 2235218.
- Barakova, Irina and Harini Parthasarathy (2012). "How Committed are Bank Corporate Line Commitments? SSRN Working Paper 2056998.
- Parthasarathy, Harini (2007). "Universal Banking Deregulation and Firms Choices of Lender and Equity Underwriter" SSRN Working Paper 1051262.
- Parthasarathy, Harini (2007). "Information Asymmetry and One-Stop Shopping for Lending and Equity Underwriting Services" Harvard University Dissertation Chapter.
- Parthasarathy, Harini (2007). "Underwriter retention after mergers between investment banks and commercial banks" Harvard University Dissertation Chapter.