BS, Applied Mathematics, Sichuan University
MS, Mathematics, Tulane University
PhD, Statistics, Wharton School, University of Pennsylvania
At Haas since 2010
2010 - present, Lecturer, Haas School of Business
2006 - present, Divisional Managing Director, Global Head of MKMV Research, Moody’s Analytics
1998 - 2006, KMV LLC and Moody's | KMV
Current Research and Interests
- Credit risk measurement and management
- Credit markets
- Dynamics of credit quality and recovery
- Banking and insurance
Selected Papers and Publications
- The Relationship between Default Risk and Interest Rates: An Empirical Study, with Andrew Kaplin , Shisheng Qu, Danni Wang, Yashan Wang, and Jing Zhang. 2009.
- Modeling Asset Correlations for Commercial Real Estate Exposures in Credit Portfolios, with Nihil Patel. 2009.
- "Autocovariance Structure of Markov Regime Switching Models and Model Selection," with Robert Stine. Journal of Time Series Analysis (2002).
- Credit Risk Modeling
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