Risk Analysis
Chau Do
Deputy Comptroller for Risk Analysis
The Risk Analysis divisions provide expertise on quantitative modeling of credit risk, market risk, and enterprise-wide risk to bank examiners and policymakers, conduct research in those areas, and deliver expert analysis of policy issues.
Leadership
Sub-Organizations
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The Compliance Risk Analysis Division contributes to the development and execution of the OCC's supervisory and regulatory mission in three major ways: 1) direct exam support for bank supervision, 2) economic and policy analysis, and 3) pursuit of an active research agenda. Staff use statistical analysis and develop econometric models to support bank examinations that monitor compliance with federal laws and regulations.
Specific areas of focus include those related to credit access and anti-money laundering. Staff's quantitative expertise also serves the basis for interagency and intra-agency discussions that support the development of banking and regulatory policies. In addition, staff actively conduct original and publishable research in areas of mortgage, finance, labor, and statistics.
Director: Ioan Voicu
The Commercial Credit Risk Analysis Division (Commercial Credit RAD) specializes in risk identification, measurement, modeling and analysis in commercial credit risk and enterprise risk. Commercial Credit RAD primarily contributes to direct bank exam, other bank supervision support, as well as industry outreach in these areas. The Division also provides quantitative expertise and analysis to support intra-agency, interagency or international policy development. Staff actively conduct original research that is aligned with the Division’s missions and OCC priorities.
Director: Min Qi
The Retail Credit Risk Analysis Division contributes to the OCC’s supervision of retail credit risks on three fronts. The primary responsibility of staff economists is to support direct supervision of model risk by participating in bank exams and consulting examiners on the approaches banks use to develop, validate, and monitor retail credit risk models used for origination/underwriting, account management, and loss forecasting for reserves, capital, and stress testing purposes. In addition, staff economists also support inter/intra-agency banking policy development related to retail credits and other indirect supervisory activities, including internal analysis and examiner training on retail credit risk models. Finally, to keep up with emerging risks or advanced modeling techniques, staff economists also conduct empirical research related to model risks, consumer financial decisions/behaviors, lending/risk management strategies, or regulatory impact related to retail credit. Through empirical research, staff proactively maintains expertise in regulatory and industry data, as well as modeling methods, and therefore can more effectively support bank exams and further advance the OCC’s assessment of fundamental and emerging retail credit risks. The conference presentations and journal publications of staff research work have contributed to OCC’s external recognition and reputation.
The Market Risk Analysis Division (Market RAD) advises and works with national bank examiners and advises OCC senior management on modeling and analytical issues related to capital market activities of large national banks, including derivatives trading, asset liability management, market and counterparty risk management, asset management, and stress testing. Market RAD also conducts research in those areas and delivers expert analysis of policy issues related to these capital market activities.
Director: Xiaolong Yang
Meet Our Research Economists
OCC economists conduct original research to evaluate current quantitative methods, techniques, or models being applied in the financial industry; maintain, develop, and expand staff’s expertise in an area to be able to answer current and future banking policy questions related to bank lending, risk exposure, or risk management; and identify and assess emerging trends and risks related to the financial system. Their research spans a broad range of topics. While some of the research is for internal purposes only, a majority of the research is published in peer-reviewed journals and presented at academic, industry, or regulatory conferences.
