Deming Wu

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

Economist

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 16,053

SSRN RANKINGS

Top 16,053

in Total Papers Downloads

2,940

CITATIONS
Rank 23,048

SSRN RANKINGS

Top 23,048

in Total Papers Citations

19

Scholarly Papers (17)

1.

The Information Value of Basel III Liquidity Risk Measures

Number of pages: 39 Posted: 19 Nov 2012 Last Revised: 25 Oct 2013
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 822 (28,304)
Citation 2

Abstract:

Loading...

Basel III, Liquidity risk, Bank failure, Insolvency risk, Information value

2.

Liquidity Risk, Market Valuation, and Bank Failures

Number of pages: 53 Posted: 19 Nov 2012
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 598 (43,512)
Citation 3

Abstract:

Loading...

Bank failure, liquidity risk, insolvency risk, market valuation

3.

An Empirical Study of Bank Stress Testing for Auto Loans

Journal of Financial Stability, Forthcoming
Number of pages: 42 Posted: 08 Apr 2015 Last Revised: 04 Oct 2018
Deming Wu, Ming Fang and Qing Wang
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Martin Tuchman School of Management, New Jersey Institute of Technology and Southwestern University of Finance and Economics (SWUFE)
Downloads 402 (71,451)

Abstract:

Loading...

Auto loan defaults, stress testing, model instability, loan age, macroeconomic variables, used car prices

4.

Credit Default Swaps and Bank Loan Sales: Evidence from Bank Syndicated Lending

Number of pages: 57 Posted: 13 Jun 2015 Last Revised: 22 Dec 2017
Iftekhar Hasan and Deming Wu
Fordham University - Gabelli School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 235 (128,573)
Citation 12

Abstract:

Loading...

CDS, Loan sales, Hedging, Substitute channel, Complementary channel, Credit-enhancement channel

5.

Systemic Risk and Bank Failure

Number of pages: 46 Posted: 09 Sep 2014 Last Revised: 29 Mar 2018
Deming Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 232 (130,201)
Citation 2

Abstract:

Loading...

bank performance, bank failure, systemic risk, TED spread, LIBOR-OIS, distressed insurance premium (DIP), conditional value-at-risk (CoVAR), SRISK

6.

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 (131,294)

Abstract:

Loading...

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

7.

How Large Banks Use CDS to Manage Risks: Bank-Firm-Level Evidence

Number of pages: 42 Posted: 13 Jun 2015 Last Revised: 20 Nov 2015
Iftekhar Hasan and Deming Wu
Fordham University - Gabelli School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 155 (188,964)
Citation 2

Abstract:

Loading...

CDS, hedging, credit enhancement, regulatory capital relief, banking relationship, private information

8.

How Large Banks Use CDS to Manage Risks: Bank-Firm-Level Evidence

Bank of Finland Research Discussion Paper No. 10/2016, Gabelli School of Business, Fordham University Research Paper No. 2772965
Number of pages: 44 Posted: 02 May 2016
Iftekhar Hasan and Deming Wu
Fordham University - Gabelli School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 85 (290,671)

Abstract:

Loading...

G14, G21, G23, G28, G32, hedging, credit enhancement, regulatory capital relief, banking relationship, private information

9.

A Common Pitfall in Bank Stress Testing: Macroeconomic Factors and Model Instability

Number of pages: 38 Posted: 12 Jan 2017 Last Revised: 31 Jul 2018
Han Hong, Deming Wu and Qing Wang
Stanford University, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Southwestern University of Finance and Economics (SWUFE)
Downloads 84 (292,754)

Abstract:

Loading...

Model Instability, Macroeconomic Factor, Measurement Errors, Stress Testing, Credit Risk Model

10.

Do Market Makers Lean Against the Wind? Evidence from the Credit Default Swaps Market

Number of pages: 25 Posted: 20 Oct 2015 Last Revised: 13 Jan 2016
Deming Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 58 (358,307)

Abstract:

Loading...

Credit default swaps, market makers, proprietary trading, the Volcker rule, lean against the wind, banking

11.

Credit Default Swaps and Bank Loan Sales: Evidence from Bank Syndicated Lending

Bank of Finland Research Discussion Paper No. 9/2016, Gabelli School of Business, Fordham University Research Paper No. 2772963
Number of pages: 41 Posted: 02 May 2016
Iftekhar Hasan and Deming Wu
Fordham University - Gabelli School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 39 (423,166)

Abstract:

Loading...

G14, G21, G23, G28, G32, loan sales, hedging, credit enhancement, regulatory capital relief, banking

12.

Currency Carry Trade and Bank's Foreign Exchange Risk Management

Posted: 15 Jun 2015
Deming Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

Loading...

Currency carry trade, Foreign exchange risk management, Leverage, Market maker, Mean-variance optimization, Forward premium puzzle

13.

The Effects of Government Capital and Liquidity Support Programs on Bank Lending: Evidence from the Syndicated Corporate Credit Market

Journal of Financial Stability, Vol. 21, 2015
Posted: 21 Mar 2015 Last Revised: 10 Apr 2018
Deming Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

Loading...

G21, G20, G23, G33, G14

14.

Syndicated Credit Cut and Firm Performance

Posted: 30 Aug 2014 Last Revised: 30 Mar 2018
Pei Shao and Deming Wu
University of Lethbridge and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

Loading...

syndicated credit cut, credit sale, credit reduction, information asymmetry, adverse selection, moral hazard

15.

The Information Content of Basel III Liquidity Risk Measures

Journal of Financial Stability, 2014, 15, 91-111
Posted: 25 Oct 2013 Last Revised: 30 Mar 2018
Han Hong, Jing-Zhi Huang and Deming Wu
Stanford University, Pennsylvania State University - University Park - Department of Finance and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

Loading...

Basel III, Liquidity coverage ratio, Net stable funding ratio, Liquidity risk, Bank failure, Insolvency risk

16.

Systemic Funding Liquidity Risk and Bank Failures

Posted: 20 Sep 2013
Han Hong and Deming Wu
Stanford University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

Loading...

Bank failure, Insolvency risk, Liquidity risk, Systemic funding liquidity risk, Texas ratio

17.

Securitization and Banks’ Equity Risk

Journal of Financial Services Research 39, 95-117, 2011
Posted: 19 Nov 2012 Last Revised: 30 Mar 2018
Deming Wu, Jiawen Yang and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC), George Washington University - School of Business and Stanford University

Abstract:

Loading...

Securitization, Bank equity risk, Systematic risk, Banking