Zhengfeng Guo

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

3

DOWNLOADS

372

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.
Downloads 272 (165,382)
Citation 1

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 271 (165,256)
Citation 1

Abstract:

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

Risks of Long-Term Auto Loans

Journal of Credit Risk, Vol. 18, No. 4, 2022
Number of pages: 28 Posted: 01 Dec 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
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Keywords, auto loans, loan terms, long-term auto loans, credit constrained, yield curve

2.

Predicting Mortgage Early Delinquency with Machine Learning Methods

European Journal of Operational Research, Forthcoming
Number of pages: 34 Posted: 24 Nov 2021
Xinlei Shelly Zhao, Zhengfeng Guo and Shunqin Chen
Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and affiliation not provided to SSRN
Downloads 57 (520,384)

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Credit scoring model; Mortgage early delinquency; Machine learning; Gradient boosting; Random forest; Neural network, Ensemble

3.

The Syndicate Structure of Securitized Corporate Loans

Number of pages: 53 Posted: 12 Nov 2019
Zhengfeng Guo and Shage Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Trinity University
Downloads 43 (586,288)
Citation 1

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Securitization, Lead Bank Share, Information Asymmetry, Syndicate Structure