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BankNet

BankNet
Resources for bankers

Economics Working Papers

OCC economists examine economic issues pertinent to national banks and write economics working papers. The papers represent the opinions of the individual authors rather than the OCC.

Recent Economics Working Papers (2015-2014)

WP2015-2 (July 2015)
Key Issues in Developing Commercial Credit Default Models
Jack Rutner
Abstract | Full paper (PDF)

WP2015-1 (May 2015)
Thermodynamic Properties of the U.S. Banking System
Bakhodir Ergashev
Abstract | Full paper (PDF)

WP2014-3 (September 2014)
Asset Commonality and Systemic Risk Among Large Banks in the United States
Sharon Blei, Bakhodir Ergashev
Abstract | Full paper (PDF)

WP2014-2 (July 2014)
Further Investigation of Parametric Loss Given Default Modeling
Phillip Li, Min Qi, Xiaofei Zhang, and Xinlei Zhao
Abstract | Full paper (PDF)

WP2014-1 (June 2014)
Default Probability and Loss Given Default for Home Equity Loans
Michael LaCour-Little and Yanan Zhang
Abstract | Full paper (PDF)

Other Economics Working Papers