Dennis Glennon

Director for Credit Risk Analysis

Dennis Glennon is Director of the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).

Published Works

"Development and Validation of Credit-Scoring Models," (with N. Kiefer, Larson, and Choi), Journal of Credit Risk, 4, 2008.

"Commercial Lending Distance and Historically Underserved Areas," (with Robert DeYoung, Scott Frame, Daniel McMillen, and Peter Nigro), Journal of Economics and Business, 60, 2008, p. 149-164.

"Borrower-Lender Distance, Credit Scoring, and Loan Performance: Evidence from Informationally Opaque Small Business Borrowers," (with Robert DeYoung and Peter Nigro), Journal Financial Intermediation, 17, 2008, p. 113-143.

"Measuring Small Business Loan Default Behavior by Maturity," (with Peter Nigro), Journal of Financial Services Research, 28(1/2), 2005, p. 77-111.

"Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach," (with Peter Nigro), Journal of Money, Credit, and Banking, 37(5), 2005, p. 923-947.

"Predicting Large U.S. Commercial Bank Failures," (with J. Kolari, Hwan Shin, and Michele Caputo), Journal of Economics and Business, 54, 2002, p. 361-387.

"Cost Structures of Banks Grouped by Strategic Conduct," (with J. Brown), Applied Economics, 32, 2000, p. 1591-1605.

"Evaluating Statistical Methods of Modeling Mortgage Lending Decisions: A Bank-Specific Approach," (with M. Stengel), Real Estate Economics, 27(2), 1999.

Other Papers

"Stress Testing SME Portfolios Using Loan-Level Data: An Integrated Approach," (with Jing Li and Peter Nigro).

"Estimating the Likelihood and Timing of SBA Loan Defaults Using A 'Split Population' Survival Time Model," (with Peter Nigro).

"Estimating a Markov Model of Bank Failure Using an Information-Theoretic Approach," (with Amos Golan).

"Modeling SBA Small-Business Loan Defaults: A Comparison of Alternative Survival Analysis Techniques" (with Peter Nigro).