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Guowei Zhang

Sr. Financial Economist
Market Risk Analysis Division

(202) 649-7106
guowei.zhang@occ.treas.gov

Guowei Zhang is a senior financial economist in the Market Risk Analysis Division at the Office of the Comptroller of the Currency (OCC).

Dr. Zhang joined the OCC in 2009 from the Bauer School of Business at the University of Houston. He holds an MS in applied mathematics, an MS in computer science and a Ph.D. in finance from the University of Houston.

Dr. Zhang’s research interests include derivative security pricing and risk management.

  1. Default Dependence Modeling and Impacts on Regulatory Capital, BCBS Workpaper (TBG1349)
  2. Capturing Varying Risk Factor Liquidity Horizon in the Revised Basel Internal Model Approach, BCBS Workpaper (TBG 1334)