Office of the Comptroller of the Currency
Min Qi is the Director of the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC). Dr. Qi's research and publications cover a wide range of topics on quantitative modeling and analysis in economics and finance. Her fields of interest include credit risk modeling, Basel II regulatory capital, and risk management. Prior to joining the OCC, Dr. Qi was an associate professor of economics at Kent State University. She graduated from Tsinghua University, and has her doctorate in economics from the Ohio State University.
The authors conduct a comprehensive study of some parametric models that are designed to fit the unusual bounded and bimodal distribution of loss given default (LGD).