Senior Financial Economist
Market Risk Analysis Division
Xiaofei Zhang is a senior financial economist in the Market Risk Analysis Division at the Office of the Comptroller of the Currency (OCC).
Prior to joining the OCC in 2010, Dr. Zhang was a quantitative research analyst at Citi Group. Dr. Zhang earned a Ph. D. from Huazhong Normal University.
Dr. Zhang's research interests include market risk and credit risk.
- Working Papers
- Min Qi, Xiaofei Zhang and Xinlei Zhao, (2014) Unobservable Systematic Risk factor and default prediction, Journal of Banking & Finance, 49, issue C, p. 216-227.
- Phillip Li, Xiaofei Zhang, and Xinlei Zhao (2020), "Modeling Loss Given Default Regressions," OCC Working Papers - New Frontiers in Bank Risk Management.
- Phillip Li, Min Qi, Xiaofei Zhang, and Xinlei Zhao (2014), "Further Investigation of Parametric Loss Given Default Modeling," OCC Economics Working Paper 2014-2.
- Min Qi and Xiaolong Yang (2007), "Loss Given Default of High Loan-to-Value Residential Mortgages," OCC Economics Working Paper 2007-4.