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

SCHOLARLY PAPERS

11

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1,797

SSRN CITATIONS
Rank 27,826

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Top 27,826

in Total Papers Citations

15

CROSSREF CITATIONS

17

Scholarly Papers (11)

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 472 (86,030)
Citation 1

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

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, 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 264 (162,120)
Citation 9

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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 2022
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 21 (717,435)

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3.

Risks of Long-Term Auto Loans

Journal of Credit Risk
Number of pages: 43 Posted: 03 Dec 2018 Last Revised: 24 Nov 2021
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 245 (175,061)
Citation 1

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

4.

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 221 (193,159)
Citation 4

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

5.

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: 23 Sep 2021
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 202 (209,969)

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

6.

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 113 (334,464)

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

7.

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 103 (356,063)
Citation 2

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

8.

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 49 (529,804)

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automated underwriting, HMDA, XGboost, random forest

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: 19 Nov 2020
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 43 (569,638)

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

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

Journal of Credit Risk, Vol. 16, No. 3, 2020
Number of pages: 40 Posted: 19 Jan 2021
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)
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loan level, segment level, top-down, backtest, sensitivity, loss forecast

10.

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 33 (612,468)

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Fintech, Unsecured Personal Loans, Consumer Finance

11.

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 31 (624,576)
Citation 5

Abstract:

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