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More resources for national banks

Economics Working Papers

OCC economists examine economic issues pertinent to national banks and write economics working papers. The papers represent the opinions of the individual authors rather than the OCC.

Recent Economics Working Papers

WP2014-3 (September 2014)
Asset Commonality and Systemic Risk Among Large Banks in the United States
Sharon Blei, Bakhodir Ergashev
Abstract | Full paper (PDF)

WP2014-2 (July 2014)
Further Investigation of Parametric Loss Given Default Modeling
Phillip Li, Min Qi, Xiaofei Zhang, and Xinlei Zhao
Abstract | Full paper (PDF)

WP2014-1 (June 2014)
Default Probability and Loss Given Default for Home Equity Loans
Michael LaCour-Little and Yanan Zhang
Abstract | Full paper (PDF)

WP2012-1 (July 2012)
Recent De Novo Bank Failures: How Important Is Supervisor Choice?
Gary W. Whalen
Abstract | Full paper (PDF)

WP2011-2 (October 2011)
Debt Structure, Market Value of Firm, and Recovery Rate
Min Qi and Xinlei Zhao
Abstract | Full paper (PDF)

WP2011-1 (March 2011)
So That's Operational Risk! (How operational risk in mortgage-backed securities almost destroyed the world's financial markets and what we can do about it)
Douglas Robertson
Abstract | Full paper (PDF)

WP2010-3 (December 2010)
Are Early Warning Models Still Useful Tools for Bank Supervisors?
Gary W. Whalen
Abstract | Full paper (PDF)

WP2010-2 (May 2010)
Why Do De Novo Banks Choose a National Charter?
Gary W. Whalen
Abstract | Full paper (PDF)

WP2010-1 (February 2010)
Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter?
Yan Zhang
Abstract | Full paper (PDF)

Other Economics Working Papers