Yan Zhang

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

Lead Modeling Expert

400 7th St. SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

7

DOWNLOADS

742

SSRN CITATIONS
Rank 27,500

SSRN RANKINGS

Top 27,500

in Total Papers Citations

9

CROSSREF CITATIONS

15

Scholarly Papers (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: 02 Nov 2017
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, 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 238 (129,021)
Citation 8

Abstract:

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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
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, 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 20 (544,562)

Abstract:

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2.

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: 30 Oct 2018
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 162 (184,633)
Citation 1

Abstract:

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

3.

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 107 (255,071)

Abstract:

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

4.

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

Journal of Financial Intermediation, Forthcoming
Number of pages: 47 Posted: 18 Feb 2013 Last Revised: 06 May 2018
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 91 (284,152)
Citation 3

Abstract:

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

5.

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 64 (348,083)
Citation 1

Abstract:

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

6.

Risks of Long-Term Auto Loans

Number of pages: 43 Posted: 03 Dec 2018
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 Currency Comptroller - Risk Analysis Division
Downloads 37 (440,169)

Abstract:

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

7.

Appraisal Inflation: Evidence from 2009 GSE HVCC Intervention

Journal of Housing Economics, Forthcoming
Number of pages: 54 Posted: 27 Sep 2014 Last Revised: 12 Apr 2018
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 23 (508,658)
Citation 2

Abstract:

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