Commercial Credit Risk Analysis Division
Dr. Akhtar Siddique is Deputy Director of the Commercial Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Siddique helps to manage division financial economists who advise bankers, policy makers, and OCC senior management on quantitative modeling and analysis issues in commercial credit and enterprise risk modeling. Prior to joining the OCC in 2009, he taught finance at Georgetown University. Dr. Siddique's current research includes asset pricing, financial econometrics, machine learning, etc. He holds a Ph. D. in in finance from the Duke University and bachelors and masters degrees in accounting and economics from Brigham Young University.
- Working Papers
- Stress Testing: approaches, methods and applications, Revised Edition. Co-edited with Iftekhar Hasan. Risk Books, London 2019.
- Issuer Bias in Corporate Ratings towards Financially Constrained Firms with Nazmul Hasan and Nikunj Kapadia, Journal of Credit Risk, 13, 1-35, 2017.
- Risk and Risk Measurement in the Credit Card Industry (with Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das and Andrew Lo) Journal of Banking and Finance, 72, 218-239. 2016.
- Operating Performance and Stock Price Dynamics of Firms Announcing Outsourcing (with Bardia Kamrad and Sandeep Dahiya) International Journal of Operations and Quantitative Management, 21, 175-200. 2015
- Monitoring the "Invisible" Hand of Market Discipline: Capital Adequacy Revisited (with Iftekhar Hasan and Xian Sun) Journal of Banking and Finance, 50, 475-492, 2015.
- “Greenspan Put” with Bardia Kamrad, Sandeep Dahiya, and Valerio Poti.
- “Heterogeneity in Macroprudential Stress Tests” with Mark Flood, Jonathan Jones and Matt Pritsker
- “Applied Reverse Stress Testing” with Mark Flood, Jonathan Jones and George Korenko