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Natalya Schenck

Financial Economist
Enterprise Risk Analysis Division

(202) 649-7805

Natalya Schenck is a Financial Economist in the Enterprise Risk Analysis Division (ERAD) at the Office of the Comptroller of the Currency (OCC). She provides quantitative support for Dodd-Frank Act stress testing (DFAST) reviews and allowance for loan and lease losses (ALLL) examinations, in wholesale and retail credit areas.

Dr. Schenck joined the OCC in 2014 after completing her Ph.D. (Finance) at Kent State University, College of Business Administration. Prior to starting her doctorate studies, she was employed as a portfolio manager in commercial banking, portfolio specialist in a non-profit economic development company and loan review specialist at the FDIC. She also holds MA (Economics) and MBA degrees, both from YSU, and Diploma of Specialist (Mathematics) from the Saint Petersburg State University in Russia. Dr. Schenck's recent research focuses on franchise values, moral hazard, and impact of regulation in banking.

  1. Schenck N., P. Horvath, A. Sinha. (2017). “Understanding Price Discovery in Interconnected Markets:  Generalized Langevin Process Approach and Simulation”. Physica A: Statistical Mechanics and its Applications. Forthcoming.
  2. Schenck, N. A., Thornton, J. (2016). Charter Values, Bailouts and Moral Hazard in Banking. Journal of Regulatory Economics, 49, 172-202.
  3. Salotti, V, Schenck, N. A., Thornton, J.  (2016). “The Impact of Real Estate Lending on Thrifts’ Franchise Values During the 2007-2009 Crisis: A Comparison with Commercial Banks." Journal of Financial Research.  XXXIX (1),35-62
  4. Schenck, N. A. (2014). Distance-to-Default Measures and Determinants for Systemically Important Financial Institutions. Journal of Financial Regulation and Compliance. 22(2), 159-172.
  5. Schenck, N. A. (2013). The Effects of Government Bailouts on Default Risk and Charter Values in Banking. Banking and Finance Review. 5 (1).
  6. Schenck, N. A. and Wolf, F. M. (2010). Issues of Financial Statement Analysis of Small Homebuilders in Commercial Lending Decision Process in the U.S. International Journal of Business, Accounting, & Finance, 4(2), 33-44.
  7. Volpe, R. P. and Schenck, N. A. (2008). Small Business Lending Environment in Emerging Economies: A Comparison of Brazil and Russia. Journal of International Business Research, 7(2), 13-30.