B. Ricky Rambharat
Lead Expert (Statistics / Sampling)
Policy Analysis Division
Ricky Rambharat is a subject-matter expert in statistics / sampling methods in the Policy Analysis Division within the Economics department at the Office of the Comptroller of the Currency (OCC).
Prior to joining the OCC in 2007, Dr. Rambharat was a visiting faculty member at Duke University. Dr. Rambharat earned a Ph.D. (Statistics, 2005) and M.S. (Statistics, 2001) from Carnegie Mellon University, and a B.S. (Mathematics, 1999) from the University of Miami.
Dr. Rambharat’s research interests include market risk modeling, compliance analysis, and assessing quantitative and qualitative associations between key regulations and bank operations.
- Rambharat, B.R. and A.J. Tschirhart (2015), A statistical diagnosis of customer risk ratings in anti-money laundering surveillance, Statistics and Public Policy, 2(1), 12-24.
- Rambharat, B.R. (2013), Statistical intelligence units, CHANCE, 26(1), 16-21.
- Rambharat, B.R. (2012), American option valuation with particle filters, in R. Carmona, P. Del Moral, P. Hu, and N. Oudjane (eds), Numerical Methods in Finance, Spring-Verlag, Heidelberg, Series: Proceedings in Mathematics (PROM).
- Rambharat, B.R. and A.E. Brockwell (2010), Sequential Monte Carlo pricing of American-style options under stochastic volatility models, The Annals of Applied Statistics, 4(1), 222-265.
- Rambharat, B.R., A.E. Brockwell, and D.J. Seppi (2005), A threshold autoregressive model for wholesale electricity prices, Journal of the Royal Statistical Society (Series C, Applied Statistics), 54(3), 1-13.