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Sunjin Park

Senior Financial Economist

Market Risk Analysis Division

Sunjin Park is a Senior Financial Economist in the Market Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC).

Dr. Park joined the OCC in 2017. He participates in the supervision of banks’ capital markets activities with particular focus on the areas of market risk rule, swap margin rule, and mortgage servicing rights. His research interests include empirical asset pricing, financial intermediation, and climate risk.

Dr. Park holds a Ph.D. in Finance, an M.S. in Statistics, and a B.A. in Economics and Mathematics all from the University of North Carolina at Chapel Hill.

Dr. Park’s research can be found here.

  1. “Heterogeneous Beliefs in Macroeconomic Growth Prospects and the Carry Risk Premium”. Journal of Banking and Finance. Volume 136, 2022.

  1. “Understanding the Cross-Section of CDS Returns Using Equity Options” (with Diep Duong), 2022.
  2. “Risk and Return Trade-off in the U.S. Treasury Market” (with Eric Ghysels, Anh Le, and Haoxiang Zhu), 2014.