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Qingqing Chen

Senior Financial Economist

Retail Credit Risk Analysis Division

Qingqing Chen is a Senior Financial Economist in the Retail Credit Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC).

At the OCC, Dr. Chen serves as a credit-risk modeling expert to conduct on-site and off-site bank-specific exams of quantitative models and methods for valuation and risk measurement in the areas of Basel III/II risk parameters (PD, LGD and EAD), retail acquisition, account management and pricing models, and DFAST/CCAR stress testing models, and ML/AI models. She has represented the Risk Analysis Division on inter- and intra-agency policy working groups, conducted bank-specific analyses of quantitative credit risk measurement and models, and advised on quantitative modeling issues to bank examiners and policy makers in the OCC.

Dr. Chen's research interests include credit risk modeling, banking and financial institutions, financial econometrics, forecasting, and market microstructure. Her current research projects focus on credit risk modeling, forecasting, and uncertainty. Dr. Chen received her doctorate in economics from Cornell University and an undergraduate degree from Peking University in China.

Dr. Chen's research papers can be found here.

  1. Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew Lo, and Akhtar Siddique (2016), “Risk and Risk Measurement in the Credit Card Industry,” Journal of Banking and Finance, 72, 218-239.
  2. Chen, Qingqing, Chor-Ching Goh, Bo Sun and Lixin Colin Xu (June 2011). "Market Integration in the People's Republic of China," Asian Development Review, 28, 72-93.

  1. Chen, Qingqing and Chris Wheeler (2022). “Forecasting Non-Performing Retail Loans During the COVID-19 Pandemic: The Effect of Forbearance on Model Error.”
  2. Chen, Qingqing, Dennis Glennon and Amos Golan (2021). "Estimating Conditional Mortgage Delinquency Transition Matrices."
  3. Chen, Qingqing and Yongmiao Hong (2016). "Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach."
  4. Chen, Qingqing (2012). "An Intraday Analysis of Related Investing Vehicles Traded in the NYSE and AMEX."
  5. Chen, Qingqing (2011). "Does Liquidity or Private Information Matter for International Comovement?"
  6. Chen, Qingqing, Chor-Ching Goh, Bo Sun and Lixin Colin Xu (April 2011). "Market Integration in China," World Bank Policy Research Working Paper 5630.
  7. Chen, Qingqing (2010). "Endogenous Information Acquisitions, Cost of Information, and Comovement of Stock Returns."