Feng Li

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

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

2

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190

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Changing Pecking Order of Consumer Defaults

Journal of Money, Credit, and Banking, Vol. 45, No. 2-3, 2013
Number of pages: 31 Posted: 06 Oct 2011 Last Revised: 05 Sep 2013
Office of the Comptroller of the Currency (OCC), Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
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Citation 6

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Consumer Credit, Pecking Order of Default, Debt Payment Preferences, Mortgage Debt, Credit Card Debt

The Impact of Data Aggregation and Risk Attributes on Stress Testing Models of Mortgage Default

Journal of Credit Risk 16(3), 35–74 DOI: 10.21314/JCR.2020.269
Number of pages: 40 Posted: 02 Nov 2020 Last Revised: 19 Nov 2020
Feng Li and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 34 (562,066)

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loan-level, segment-level, top-down, back-test, sensitivity, loss forecast

The Impact of Data Aggregation and Risk Attributes on Stress Testing Models of Mortgage Default

Journal of Credit Risk, Vol. 16, No. 3, 2020
Number of pages: 40 Posted: 19 Jan 2021
Feng Li and Yan Zhang
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
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Abstract:

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loan level, segment level, top-down, backtest, sensitivity, loss forecast