Photo of Ke Wang

Ke Wang

Education

  • Ph.D., Economics, Stanford University, 2004
  • B.A., International Economics, Peking University, 1994
Current Research Topics
  • Liquidity in OTC market
  • Banking and Capital Regulation
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - present
  • Risk Management Consultant

    Wells Fargo Bank

    2009 - 2011
  • Associate

    BlackRock Financial Management Inc

    2007 - 2009
  • Assistant Professor in Finance

    The University of Tokyo

    2004 - 2005
  • Internal risk limits of dealers and corporate bond market making
    Christopher S. Anderson, David C. McArthur, and Ke Wang
    Journal of Banking & Finance (Forthcoming)
    https://doi.org/10.1016/j.jbankfin.2022.106653
  • COVID-19 as a stress test: Assessing the bank regulatory framework
    Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Alice Maddrey, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
    Journal of Financial Stability (2022)
    https://doi.org/10.1016/j.jfs.2022.101016
    See also » FRB Working Paper (2021)
  • Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds
    Song Han, Alan Guoming Huang, Madhu Kalimipalli, and Ke Wang
    Journal of Financial Markets (2022)
    https://doi.org/10.1016/j.finmar.2021.100655
    See also » FRB Working Paper (2018)
  • Credit Portfolio Convergence in U.S. Banks since the COVID-19 Shock
    Andrew Hawley and Ke Wang
    FEDS Notes (2021)
    https://doi.org/10.17016/2380-7172.2995
  • COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework
    Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
    Finance and Economics Discussion Series (2021)
    https://doi.org/10.17016/FEDS.2021.024
  • Monopoly versus Competition in Banking: Some Implications for Growth and Welfare
    Beatrix Paal, Bruce Smith, and Ke Wang
    Annals of Economics and Finance (2013)
  • Fall of 'Organ Bank' Relationship Over Bank Failure and Consolidation Wave: Experience in Pre-War Japan
    Ke Wang, Tetsuji Okazaki, and Michiru Sawada
    Corporate Ownership & Control (2007)
    https://doi.org/10.22495/cocv4i4p2
  • Multi-period Corporate Default Prediction with Stochastic Covariates
    Darrell Duffie, Leandro Saita, and Ke Wang
    Journal of Financial Economics (2007)
    https://doi.org/10.1016/j.jfineco.2005.10.011
  • Duration Analysis of Financial Distress
    Ke Wang
    Stanford University (2004)
  • conference

    June 2017

    IRMC 10th Annual Conference

    Information and Liquidity of OTC Securities

  • conference

    July 2016

    Summer Institute of Finance 2016

    Information and Liquidity of OTC Securities

  • conference

    October 2015

    FMA 2015 Annual Meeting

    Liquidity and Price Impacts of Financial Distress

  • conference

    March 2014

    9th MARC Conference

    Bank Risk Management and Portfolio Diversification

  • conference

    January 2014

    AFA 2014 Annual Meeting

    Liquidity and Price Impacts of Financial Distress

  • conference

    September 2013

    12th International Conference on CREDIT

    Liquidity and Price Impacts of Financial Distress

Referee
  • Journal of Money, Credit, and Banking
  • Journal of Financial and Quantitative Analysis
  • Journal of Banking and Finance
  • International Journal of Central Banking
  • Journal of Risk
  • Journal of Risk Finance
Professional Affiliation
  • AEA, AFA, WFA
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Last Update: December 1, 2023