Zailong Wan

TD Bank

Zailong Wan received the Ph.D. degree in Engineering and the M.S. in Applied Mathematics and Statistics from Johns Hopkins University, Baltimore, MD, USA, in 2005. He is the US Head of Model Risk Management, TD Bank, Charlotte, NC, USA, where he is responsible for managing the model risk function and overseeing the validations of all models for the US enterprise. He has several publications in the Journal of Credit Risk, Journal of Operational Risk, RMA Journal, and Risk Magazine.

Articles by Zailong Wan

Original research

Interpretable machine learning for default risk prediction in stress testing

This paper proposes a benchmark model which can be used to predict the forward-looking probability of default of a real-world credit card portfolio.

09 Dec 2025