Lead Modeling Expert
Credit Risk Analysis Division
Nazmul Hasan is a Lead Expert in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Hasan joined the OCC in 2002 as a senior financial economist and was appointed as the Lead Expert in the Credit Risk Analysis Division in 2006. He provides technical support for examinations of national banks on various areas of credit risk modeling, model risk management, regulatory capital determination, and risk analysis of structured credit products including securitization and credit derivatives. As a lead expert at the OCC, he has also worked on a broad range of policy issues dealing with model risk management, risk measurement, and risk modeling practice. Prior to joining the OCC, Dr. Hasan was a senior manager at the Customer Information Management Division at American Express (1999-2002) and also worked as an assistant professor at the Illinois State University (1993-1999). He has published his research on methodological issues in peer-reviewed journals, including Econometrica, Journal of Econometrics, Journal of Business and Economic Statistics. His current research interest includes applied issues in risk rating and credit risk measurement. Born in Bangladesh, Dr. Hasan came to USA in 1986 with a master's degree in economics and three year work experience with the Bangladesh Institute of Development Studies, where he worked as a research associate in the General Economics Division. Dr. Hasan earned a master's degree in statistics and a Ph.D. in economics in 1993 from the University of Illinois at Urbana Champaign.
- Working Papers
- Hasan, M. Nazmul (2001). “Rank Test of Unit Root Hypothesis with Infinite Variance Errors,” Journal of Econometrics, vol. 104, pp. 49-65.
- Koenker, Roger W. and M. Nazmul Hasan (January 1997). “Robust Rank Tests of the Unit Root Hypothesis,” Econometrica, vol. 65, No. 1, pp. 133-161.
- Koenker, Roger W. and M. Nazmul Hasan (1994). Robust Testing for Unit Root Hypothesis based on Regression Ranks Score,” Proceedings of the Business and Economic Statistics Section, American Statistical Association.
- Mahmood, Raisul Awal, M. Nazmul Hasan and Sultan Hafeez Rahman (March 1991). “Slow Response of Trade and Industry to Import Policy Changes,” Research Report No. 125, Bangladesh Institute of Development Studies.
- Barakova, Irina, Hasan, M. Nazmul and Parthasarathy, Harini (2014). "Role of Collateral and Covenants in Bank Monitoring and Loss Mitigation"
- Hasan, Mohammad Nazmul, Nikunj Kapadia, and Akhtar Siddique (2014). "The conservative issuer bias of corporate ratings." SSRN working paper.