At the OCC, Dr. Chen serves as a credit-risk modeling expert to conduct on-site and off-site bank-specific exams of quantitative models and methods for valuation and risk measurement in the areas of Basel III/II risk parameters (PD, LGD and EAD), retail acquisition, account management and pricing models, and DFAST/CCAR stress testing models. She has represented the Risk Analysis Division on inter-agency, intra-agency and international policy working groups, conducted bank-specific analyses of quantitative credit risk measurement and models, advised on quantitative modeling issues to bank examiners and policy makers in the OCC. She also serves as an Instructor for Consumer Credit Risk Model course for OCC examiners.
Dr. Chen's current research projects focus on credit risk modeling, forecasting, banking and financial institutions, and uncertainty. Dr. Chen received her doctorate in economics from Cornell University and an undergraduate degree from Peking University in China.