Min Qi

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

7

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TOTAL CITATIONS
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Top 23,778

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22

Scholarly Papers (7)

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1.

A Simple Indicator of Systemic Risk

Number of pages: 43 Posted: 15 Mar 2010
Dilip K. Patro, Min Qi and Xian Sun
OCC, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Johns Hopkins University - Carey Business School
Downloads 477 (129,970)
Citation 9

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2.

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

Journal of Money, Credit and Banking, Vol. 38, pp. 2135-2158, December 8, 2005
Number of pages: 35 Posted: 15 Mar 2010
Min Qi and Yangru Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 475 (130,655)
Citation 2

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Foreign Exchange, Technical Trading, Data Snooping, Reality Check

3.

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 390 (164,392)
Citation 1

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

4.

Do Credit Default Swaps Matter After They Are Settled? Evidence from Debt Recovery Rates

Number of pages: 48 Posted: 30 Aug 2014 Last Revised: 24 Aug 2022
Min Qi, Dragon Yongjun Tang, Deming Wu and Hong Yan
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The University of Hong Kong - Faculty of Business and Economics, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 349 (185,972)

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Credit default swaps (CDS), Recovery rate, Loss given default (LGD), Credit risk

5.

Machine Learning Loss Given Default for Corporate Debt

Journal of Empirical Finance, Forthcoming
Number of pages: 46 Posted: 01 Feb 2022
Xinlei Shelly Zhao, Min Qi, Xiaofei Zhang and Luke Olson
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), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Federal Trade Commission
Downloads 257 (256,791)
Citation 3

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loss given default; machine learning; bagging; shuffled K-fold cross-validation; unshuffled K-fold cross-validation; sequential blocked cross-validation

6.

Unobservable Systematic Risk Factor and Default Prediction

Journal of Banking and Finance, Forthcoming
Posted: 26 Mar 2010 Last Revised: 31 Aug 2022
Min Qi, Zhang Xiaofei and Xinlei Shelly Zhao
Government of the United States of America - Office of the Comptroller of the Currency (OCC), affiliation not provided to SSRN and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 221 (297,819)
Citation 5

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Observable systematic risk factors, unobservable systematic risk factor, default prediction, rank order, predictive accuracy

7.

Dynamic Debt Structure, Market Value of Firm, and Recovery Rate

Number of pages: 54 Posted: 08 Mar 2010 Last Revised: 23 Aug 2022
Min Qi and Xinlei Shelly Zhao
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 197 (331,935)
Citation 2

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recovery rate, loss given default (LGD), industry conditions, economic conditions, expected loss, credit risk, debt structure