Natalya Schenck

Senior Financial Economist

Natalya Schenck

Commercial Credit Risk Analysis Division

(202) 649-7805

Natalya Schenck is a Senior Financial Economist in the Commercial Credit Risk Analysis Division (CCRAD) at the OCC. Dr. Schenck joined the OCC in 2014 after completing her Ph.D. (Finance) at Kent State University, College of Business Administration. She also holds MA (Economics) and MBA degrees, both from YSU, and graduate and undergraduate degrees (Specialist) in Mathematics from the Saint Petersburg State University in Russia. Prior to her doctorate studies, she was employed as a portfolio manager in commercial banking, portfolio specialist in a non-profit economic development company and loan review specialist at the FDIC. Dr. Schenck provides quantitative exam support in commercial credit area for stress testing and allowance including transition to CECL. Her recent research focuses on impact of regulation in banking industry, leveraged lending, bank mergers and operational risk.

  1. Schenck N., P. Horvath, A. Sinha. (2018). “Understanding Price Discovery in Interconnected Markets:  Generalized Langevin Process Approach and Simulation”. Physica A: Statistical Mechanics and its Applications. (491), 741-748.
  2. Schenck, N. A., Thornton, J. (2016). Charter Values, Bailouts and Moral Hazard in Banking. Journal of Regulatory Economics, 49, 172-202.
  3. Salotti, V, Schenck, N. A., Thornton, J.  (2016). “The Impact of Real Estate Lending on Thrifts’ Franchise Values During the 2007-2009 Crisis: A Comparison with Commercial Banks." Journal of Financial Research.  XXXIX (1),35-62
  4. Schenck, N. A. (2014). Distance-to-Default Measures and Determinants for Systemically Important Financial Institutions. Journal of Financial Regulation and Compliance. 22(2), 159-172.
  5. Schenck, N. A. (2013). The Effects of Government Bailouts on Default Risk and Charter Values in Banking. Banking and Finance Review. 5 (1).
  6. Schenck, N. A. and Wolf, F. M. (2010). Issues of Financial Statement Analysis of Small Homebuilders in Commercial Lending Decision Process in the U.S. International Journal of Business, Accounting, & Finance, 4(2), 33-44.
  7. Volpe, R. P. and Schenck, N. A. (2008). Small Business Lending Environment in Emerging Economies: A Comparison of Brazil and Russia. Journal of International Business Research, 7(2), 13-30.
  1. Arnold Cowan, Valentina Salotti  and Natalya Schenck (2019), “The Long-Term Impact of Bank Mergers on Stock Performance and Default Risk: The Aftermath of the 2008 Financial Crisis”
  2. Sebastian Bautista, Alireza Ebrahim, and Natalya Schenck (2020), “Bank Charter Values and Operational Risk”
  3. Alireza Ebrahim and Natalya Schenck (2020), “Corporate Culture and Bank Risk Management”