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Xiaofei Zhang

Lead Modeling Expert

Market Risk Analysis Division

Xiaofei Zhang is a Lead Modeling Expert in Market Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC). Prior to joining the OCC in 2010, Dr. Zhang was a quantitative research analyst at Citigroup. Dr. Zhang’s research interests include market risk and credit risk.

Dr. Zhang’s research can be found here.

  1. Luke Olson, Min Qi, Xiaofei Zhang and Xinlei Zhao, 2021, “Machine Learning Loss Given Default for Corporate Debt”, Journal of Empirical Finance, (64) 144-159.
  2. Li, Phillip, Xiaofei Zhang and Xinlei Zhao, 2020, “Modeling Loss Given Default Regressions”, Journal of Risk, (23) 1-32.
  3. Li, Phillip, Qi, Min, Xiaofei Zhang and Xinlei Zhao, 2016, “Further Investigation of Parametric Loss Given Default Modeling,” Journal of Credit Risk, 12(4), 17-47.
  4. Min Qi, Xiaofei Zhang and Xinlei Zhao, (2014) “Unobservable Systematic Risk Factor and Default Prediction”, Journal of Banking and Finance, (49) issue C, 216-227.

  1. Phillip Li, Xiaofei Zhang, and Xinlei Zhao (2020), "Modeling Loss Given Default Regressions," OCC Working Papers - New Frontiers in Bank Risk Management.