I am a quantitative risk specialist at the FDIC. Prior to joining the FDIC, I was a senior financial economist at the Office of the Comptroller of the Currency. My research interests are in banking and finance, applied AI/ML models, information and market efficiency, risk management, and market microstructure.
I have led model risk management reviews in supervisory examinations covering asset liability management (ALM), credit risk, market risk, and liquidity risk.
Email: denghui.j.chen@gmail.com
Division of Complex Institution Supervision & Resolution
Federal Deposit Insurance Corporation
550 17th Street NW
Washington, D.C. 20429