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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 systemic funding liquidity risk and bank failures, interbank market liquidity risk, Basel III liquidity risk measures, debt-market liquidity risk and corporate default prediction, currency carry trade and bank’s foreign exchange risk management, and semi-parametric credit risk models. 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.

He is an inventor of the U.S. 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.

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.

  1. Hong, Han, Jingzhi Huang, and Deming Wu (2014). "The Information Content of Basel III Liquidity Risk Measures." Journal of Financial Stability, 15, 91-111

  2. Wu, Deming, and Suning Zhang (2014). "Debt Market Liquidity and Corporate Default Prediction." Quarterly Journal of Finance , 4,4.

  3. Wu, Deming, Jiawen Yang, and Han Hong (2011). "Securitization and Banks' Equity Risk." Journal of Financial Services Research, 39, 3, 95-117.

  1. Wu, Deming (2014). "Government Crisis Response Programs and Bank Lending: Evidence from the Syndicated Corporate Credit Market during the 2007–2009 Financial Crisis." Working Paper, Office of the Comptroller of the Currency.
  2. Shao, Pei, and Deming Wu (2014). "Syndicated Credit Cut and Firm Performance." Working Paper, Office of the Comptroller of the Currency.
  3. 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.
  4. Wu, Deming, and Xinlei Zhao (2014). "Systemic Risk and Bank Failures." Working Paper, Office of the Comptroller of the Currency.
  5. Hong, Han, and Deming Wu (2013). "Systemic Funding Liquidity Risk and Bank Failures." Working Paper, Office of the Comptroller of the Currency.
  6. Wu, Deming (2013). "Currency Carry Trade and Bank’s Foreign Exchange Risk Management." Working Paper, Office of the Comptroller of the Currency.
  1. 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.
  2. 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.