Min Qi

Office of the Comptroller of the Currency - Credit Risk Analysis Division

250 E Street, SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

6

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CITATIONS
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36

Scholarly Papers (6)

1.

A Simple Indicator of Systemic Risk

Number of pages: 43 Posted: 15 Mar 2010
Dilip K. Patro, Min Qi and Xian Sun
OCC, Office of the Comptroller of the Currency - Credit Risk Analysis Division and Johns Hopkins University - Carey Business School
Downloads 376 (77,580)
Citation 1

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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
Office of the Comptroller of the Currency - Credit Risk Analysis Division and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 309 (96,948)
Citation 1

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Foreign Exchange, Technical Trading, Data Snooping, Reality Check

3.

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

Number of pages: 48 Posted: 30 Aug 2014 Last Revised: 13 Jan 2016
Office of the Comptroller of the Currency - Credit Risk Analysis Division, 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 230 (131,946)

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

4.

The Impact of Positive Payment Shocks on Mortgage Credit Risk – A Natural Experiment from Home Equity Lines of Credit at End of Draw

Number of pages: 49 Posted: 20 May 2016
Office of the Comptroller of the Currency - Credit Risk Analysis Division and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 162 (181,976)

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Default, End of Draw, Home Equity Lines of Credit, Lending Standards, Payment Shock, Payoff, Refinance, Utilization

5.

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

Number of pages: 54 Posted: 08 Mar 2010 Last Revised: 17 Mar 2010
Min Qi and Xinlei Shelly Zhao
Office of the Comptroller of the Currency - Credit Risk Analysis Division and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division
Downloads 138 (207,754)
Citation 2

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

6.

Further Investigation of Parametric Loss Given Default Modeling

Journal of Credit Risk, Forthcoming
Number of pages: 31 Posted: 18 Oct 2016
Federal Deposit Insurance Corporation, Office of the Comptroller of the Currency - Credit Risk Analysis Division, 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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bimodal distribution estimation, retransformation methods, gamma regression, inflated beta regression, two-step regression

Other Papers (1)

Total Downloads: 137
1.

Unobservable Systematic Risk Factor and Default Prediction

Posted: 26 Mar 2010
Office of the Comptroller of the Currency - Credit Risk Analysis Division, affiliation not provided to SSRN and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division
Downloads 137 (113,744)

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