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Deming Wu

Senior Financial Economist
Credit Risk Analysis Division

(202) 649-5550
Deming.Wu@occ.treas.gov

Deming Wu is a Senior Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).

Dr. Wu’s current research projects include credit default swaps (CDS) and bank loan sales, CDS and bank risk management, market making in the CDS market, CDS and loss severity of corporate defaults, liquidity risk and bank failures, corporate default prediction, and currency carry trade and bank’s foreign exchange risk management. He also serves as a credit-risk modeling expert participating in the reviews of models used by banks in credit risk management and in Basel II risk-based capital for wholesale and retail credit exposures.

Dr. Wu holds a doctorate in economics from Stanford University. He also holds a master’s degree in computer science from Stanford University and an undergraduate degree in management science from the University of Science and Technology of China. He is an inventor of the US patent “System and method for configuring and viewing audit trails in an information network” (US 7574501 B2). His fields of interest include risk management, banking and financial institutions, financial regulation, and econometrics.  

View his research on his SSRN Author page:
http://ssrn.com/author=762437

  1. Wu, Deming (2015). “The Effects of Government Capital and Liquidity Support Programs on Bank Lending: Evidence from the Syndicated Corporate Credit Market.” Journal of Financial Stability, forthcoming.
  2. Hong, Han, Jingzhi Huang, and Deming Wu (2014). "The Information Content of Basel III Liquidity Risk Measures." Journal of Financial Stability, 15, 91-111
  3. Wu, Deming, and Suning Zhang (2014). "Debt Market Liquidity and Corporate Default Prediction." Quarterly Journal of Finance , 4,4.
  4. Wu, Deming, Jiawen Yang, and Han Hong (2011). "Securitization and Banks' Equity Risk." Journal of Financial Services Research, 39, 3, 95-117.
  1. Hasan, Iftekhar and Deming Wu (2015). “Credit Default Swaps and Bank Loan Sales: Evidence from Bank Syndicated Lending.” Working Paper, Office of the Comptroller of the Currency.
  2. Hasan, Iftekhar and Deming Wu (2015). “How Do Large Banks Use Credit Default Swaps to Manage Risks? The Bank-Firm Level Evidence.” Working Paper, Office of the Comptroller of the Currency.
  3. Guo, Zhengfeng, Deming Wu, and Xinlei Zhao (2015). “Determinants of Auto Loan Defaults and Implications on Stress Testing.” Working Paper, Office of the Comptroller of the Currency.
  4. Wu, Deming (2015). “Do Market Makers Lean Against the Wind? Evidence from the Credit Default Swaps Market.” Working Paper, Office of the Comptroller of the Currency.
  5. Qi, Min, Deming Wu, and Hong Yan (2014). "Credit Default Swaps and Loss Given Default: Has the CDS Market Affected the Recovery Rates of U.S. Corporate Defaults?" Working Paper, Office of the Comptroller of the Currency.
  6. Shao, Pei, and Deming Wu (2014). "Syndicated Credit Cut and Firm Performance." Working Paper, Office of the Comptroller of the Currency.
  7. Wu, Deming, and Xinlei Zhao (2014). "Systemic Risk and Bank Failures." Working Paper, Office of the Comptroller of the Currency.
  8. Hong, Han, and Deming Wu (2013). "Systemic Funding Liquidity Risk and Bank Failures." Working Paper, Office of the Comptroller of the Currency.
  9. Wu, Deming (2013). "Currency Carry Trade and Bank’s Foreign Exchange Risk Management." Working Paper, Office of the Comptroller of the Currency.
  1. Louie, David Gok, Jai-Jein Yu, and Deming Wu (2009). "System and Method for Configuring and Viewing Audit Trails in an Information Network." In United States Patent Application Publication, edited by United States Patent and Trademark Office.
  2. Deming Wu (2006). "Estimating China's Core Inflation Rate." In Recent Financial Crises: Analysis, Challenges and Implications. 2006, Pp. 296-327, edited by Lawrence R. Klein and Tayyeb Shabbir. 296-327: Cheltenham, U.K. and Northampton, Mass.: Elgar.