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Xiaolong Yang

Director for Market Risk Analysis Division

Xiaolong Yang

Xiaolong Yang is director for the Market Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).

In this role, Mr. Yang oversees financial economists and quantitative modeling experts in the division who advise bankers, policy makers, and OCC senior management on quantitative modeling and analytical issues in the areas of derivatives trading, market and counterparty credit risk management, and investment and asset-liability management. He was appointed to this position in 2012.

Prior to this position, Mr. Yang served as deputy director of Market Risk Analysis since 2008. He previously served as a financial engineer for Fannie Mae and Freddie Mac for seven years. Before working for those agencies, he spent some years as a research scientist after earning a Ph.D. in aerospace engineering.

  1. Sun, Junjie, Xiaolong Yang and Xinlei Zhao, (2012). “Understanding Commercial Real Estate Indices,” Journal of Real Estate Portfolio Management, vol 18(3), pp. 289-304.
  2. Qi, Min and Xiaolong Yang (2009). “Loss Given Default of High Loan-to-Value Residential Mortgages,” Journal of Banking and Finance, vol 33(5), pp. 788-799.