Yan Zhang

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

400 7th Street SW

Washington, DC 20219

United States

  • Government of the United States of America - Office of the Comptroller of the Currency (OCC)

SCHOLARLY PAPERS

13

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3,552

TOTAL CITATIONS
Rank 24,879

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Top 24,879

in Total Papers Citations

31

Scholarly Papers (13)

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1.

Assessing Fair Lending Risks Using Race/Ethnicity Proxies

Management Science, Volume 64, Issue 1, January 2018 (DOI/10.1287/mnsc.2016.2579)
Number of pages: 45 Posted: 12 Jun 2018
Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 887 (58,853)
Citation 9

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Fair Lending Risk, Race/Ethnicity, Proxy, BISG, Bayesian, Measurement Error, Misclassification

2.

Risks of Long-Term Auto Loans

Journal of Credit Risk
Number of pages: 43 Posted: 03 Dec 2018 Last Revised: 24 Aug 2022
Zhengfeng Guo, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 544 (111,170)
Citation 1

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auto loans; loan terms; long-term auto loans; loan pricing

3.

Holdup by Junior Claimholders: Evidence from the Mortgage Market

Downloads 414 (154,214)
Citation 7

Holdup by Junior Claimholders: Evidence from the Mortgage Market

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Charles A. Dice Center Working Paper No. 2014-02, Fisher College of Business Working Paper No. 2014-03-02
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 24 Aug 2022
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Yan Zhang
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 342 (189,003)
Citation 7

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Subprime Crisis, Household Finance, Second Liens, Mortgages, Holdup Problem

Holdup by Junior Claimholders: Evidence from the Mortgage Market

NBER Working Paper No. w20015
Number of pages: 47 Posted: 31 Mar 2014 Last Revised: 11 Mar 2023
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Yan Zhang
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 72 (717,676)

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4.

Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk Of Home Equity Lines of Credit at End of Draw

Number of pages: 54 Posted: 20 May 2016 Last Revised: 24 Aug 2022
Min Qi, Harald (Harry) Scheule and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Technology Sydney (UTS) - School of Finance and Economics and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 392 (164,008)
Citation 1

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Consumer Liquidity, Constraints, Default, End of Draw, Home Equity Lines of Credit, Lending Standards, Payment Shock, Refinance

5.

Machine Learning and Sampling Scheme: An Empirical Study of Money Laundering Detection

Computational Economics, Forthcoming
Number of pages: 39 Posted: 26 Apr 2018 Last Revised: 24 Aug 2022
Yan Zhang and Peter Trubey
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and University of California, Santa Cruz
Downloads 339 (192,607)
Citation 5

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Bootstrap, Machine Learning, Money Laundering, Rare Event, Sampling Scheme

6.

Machine Learning, Alternative Data, and Mortgage Bias

Number of pages: 40 Posted: 12 Mar 2022
Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 201 (327,110)

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automated underwriting, HMDA, XGboost, random forest

7.

The Effect of Mortgage Broker Licensing under the Originate-to-Distribute Model: Evidence from the U.S. Mortgage Market

Journal of Financial Intermediation, July 2018: 70-85.
Number of pages: 47 Posted: 18 Feb 2013 Last Revised: 09 Sep 2022
Lan Shi and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 145 (435,486)
Citation 2

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mortgage, securitization, brokers, information asymmetry, moral hazard, incentives, occupational licensing

8.

Fintech Firms’ Competition Strategies: Evidence from the Unsecured Personal Loan Market

Number of pages: 46 Posted: 13 May 2022
Ken Ueda, Xinlei Zhao and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 137 (455,855)

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Fintech, Unsecured Personal Loans, Consumer Finance

9.

Does Loan Renegotiation Differ by Securitization Status? An Empirical Study

Number of pages: 47 Posted: 01 Mar 2011
Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 133 (467,099)

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Loan Renegotiation, Securitization, Foreclosure, Securitized Loans, Portfolio Loans

10.

How Do Banks Respond to Non-Bank Competition in the Conforming Residential Mortgage Market? The Role of Balance Sheet

Number of pages: 45 Posted: 10 Mar 2023
Lan Shi, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 111 (537,039)

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non-bank; residential mortgages; originate to distribute; GSE guarantee; bank balance sheet

11.

Do Fintech Firms Bring Lower Borrowing Costs? Evidence from the Us Unsecured Personal Loan Market

Number of pages: 47 Posted: 21 Jul 2023
Ken Ueda, Yan Zhang and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 96 (595,513)
Citation 1

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G21, G23, G29, G51

12.

The Impact of Data Aggregation and Risk Attributes on Stress Testing Models of Mortgage Default

Journal of Credit Risk 16(3), 35–74 DOI: 10.21314/JCR.2020.269
Number of pages: 40 Posted: 02 Nov 2020 Last Revised: 24 Aug 2022
Feng Li and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 77 (680,484)

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loan-level, segment-level, top-down, back-test, sensitivity, loss forecast

13.

Appraisal Inflation: Evidence from 2009 GSE HVCC Intervention

Journal of Housing Economics, March 2015: 71-90.
Number of pages: 54 Posted: 27 Sep 2014 Last Revised: 09 Sep 2022
Lan Shi and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 76 (685,583)
Citation 5

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Appraisal, Appraisal Bias, Appraisal Inflation, Appraisal Independence, GSE, HVCC