Min Qi is the Deputy Director of the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Qi’s research and publications cover a wide range of topics on quantitative modeling and analysis in economics and finance. Her fields of interest include credit risk modeling, Basel II regulatory capital, and risk management. Dr. Qi’s current research projects include corporate default and loss given default, mortgage default and loss given default, and exposure at default of unsecured credit cards. She serves as a credit-risk modeling expert participating in exams at national banks, reviewing models used in credit risk management, Basel II risk- based capital, and stress testing for wholesale and retail credit exposures. Dr. Qi has provided quantitative support for international and domestic policy development, and has been active in the work of the Research Task Force of the Basel Committee to summarize vendor credit risk models.
Prior to joining the OCC, Dr. Qi was an associate professor of economics at Kent State University. She graduated from Tsinghua University, and has her doctorate in economics from the Ohio State University.
Qi, Min, Xiaofei Zhang and Xinlei Zhao (2014), “Unobservable Systematic Risk Factor and Default Prediction,” Journal of Banking and Finance 49, 216-227.
Patro, Dilip, Min Qi and Xian Sun (2013), “A Simple Indicator of Systemic Risk,” Journal of Financial Stability, 9(1), 105-116.
Qi, Min and Xinlei Zhao (2013), “Debt Structure, Market Value of Firm and Recovery Rate,” Journal of Credit Risk, 9(1), 3-37.
Qi, Min and Xinlei Zhao (2011), “Comparison of Modeling Methods for Loss Given Default,” Journal of Banking and Finance, 35 (11), 2842–2855.
Aggarwal, Raj and Min Qi (2009), “Distribution of Extreme Changes in Asian Currencies: Tail Index Estimates and Value at Risk Calculations,” Applied Financial Economics, 19(13), 1083-1102.
Qi, Min and Xiaolong Yang (2009), “Loss Given Default of High Loan-to-Value Residential Mortgages,” Journal of Banking and Finance, 33(5), 788-799.
Qi, Min and G. Peter Zhang (2008), “Trend time series modeling and forecasting with neural networks”, IEEE Transactions on Neural Networks, 19(5), 808-816.
Qi, Min and Xinlei Zhao (2008), “Market Breadth, Trin Statistic, and Market Returns”, Journal of Investing, 17(1), 65-73.
Yang, Sha, Livia Markoczy and Min Qi (2007), “Unrealistic Optimism in Consumer Credit Card Adoption”, Journal of Economic Psychology, 28(2), 170-185.
Qi, Min and Yangru Wu (2006) “Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market”, Journal of Money, Credit and Banking, 38(8), 2135-2158.
Zhang, G. Peter and Min Qi (2005), “Neural Network Forecasting for Seasonal and Trend Time Series”, European Journal of Operational Research, 160(2), 501-514.
Holder, Mark E., Min Qi, and Amit K. Sinha (2004), “The Impact of Time Duration between Trades on the Price of Treasury Futures Contracts”, Journal of Futures Markets, 24(10), 965-980.
Qi, Min and Yangru Wu (2003), “Nonlinear Prediction of Exchange Rates with Monetary Fundamentals,” Journal of Empirical Finance, 10(5), 623-640.
Qi, Min and Sha Yang (2003), “Forecasting Consumer Credit Card Adoption: What Can We Learn about the Utility Function?” International Journal of Forecasting, 19(1), 71-85. Among the Journal’s top 10 requested articles in Year 2003.
Li, Phillip, Qi, Min, Xiaofei Zhang and Xinlei Zhao (2014), “Further Investigation of Parametric Loss Given Default Modeling”
Qi, Min, Deming Wu and Hong Yan (2014). "Credit Default Swaps and Loss Given Default: Has the CDS Market Affected the Recovery Rates of U.S. Corporate Defaults?"
Qi, Min (2009), “Exposure at Default of Unsecured Credit Cards,” OCC Economics Working Papers WP2009-2 (July).
Qi, Min (2013), “Mortgage Credit Risk” in: Daniel Rösch and Harald Scheule, eds., Credit Securitizations and Derivatives – Challenges for the Global Markets, Wiley, 35-52.
Qi, Min and Xinlei Zhao (2010), “Comparison of Vendor Default Prediction Models”
Qi, Min (2008), “The Use of Financial Collateral and Related-Party Guarantees in Wholesale IRB Quantification,” OCC RAD Update, Nov.
Qi, Min (1996), “Financial Applications of Artificial Neural Networks,” in: G.S. Maddala and C.R. Rao, eds., Handbook of Statistics, Vol. 14: Statistical Methods in Finance, North-Holland Elsevier Science Publishers, 529-552.