Faculty and Executive Leadership Directory

 

Jing Zhang Lecturer Master of Financial Engineering 415-874-6357 Email: click on the envelope icon below for full email address Academic Status: On duty Office Hours: By appointment

Education

BS, Applied Mathematics, Sichuan University
MS, Mathematics, Tulane University
PhD, Statistics, Wharton School, University of Pennsylvania

Positions Held

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).

Teaching

• Credit Risk Modeling

Faculty Directory: Alphabetical Listing
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