Fang Du

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Fang Du

Adviser Program Direction Section Supervision and Regulation

202-475-6346
[email protected]

Education

Ph.D., Economics, University of Massachusetts, Amherst, 1995
M.S., Economics, University of Massachusetts, Amherst, 1993
B.S., Mechanical Engineering, Tianjin Polytech University, P.R. China

Current Research Topics

ALLL and Regulatory Capital
Banking Supervision, Securitization

Advisor
Board of Governors of the Federal Reserve System
2014 - present
Executive Vice President
RBS Americas
2010 - 2014
Senior Project Manager
Board of Governors of the Federal Reserve System
2004 - 2010
Senior Director
Bank of America
1997 - 2004
Quant Analyst
GE Capital
1996 - 1997
Visiting Assistant Professor
Rutgers University
1994 - 1996

Are Incurred Loss Standards Countercyclical? A Case Study Using U.S. Bank Holding Company Data
Fang Du, Diana Hancock, and Alexander H. von Hafften
Journal of Risk and Financial Management (2022)
https://doi.org/10.3390/jrfm15030111
The Procyclicality of Loan Loss Provisions: A Literature Review
Fang Du, Marcus Pramor, Santiago Roberto Coen, Eugenio Pinheiro, Clement Martin, Emre Per, William Francis, Jennifer Rhee, Natalya Schenck, and Martin Birn
Working Paper (Basel Committee on Banking Supervision) (2021)
Sources of Modelling Variation in CECL Allowances
Fang Du, Chris Finger, Ben Ranish, and Robert Sarama
New Impairment Model Under IFRS 9 and CECL (2018)
Assessing the Economic Costs and Benefits of TLAC Implementation
Kostas Tsatsaronis, Christoffer Kok, Claire Labonne, Carmen Kislat, Fabrizio Venditti, Tomoki Tanemura, Makoto Minegishi, Chávez Juan Avelard Cardenas, Robert-Paul Berben, Henrique Basso, Rebeca Anguren, Dorothe Bonjour, Caspar Siegert, Bill Francis, Fang Du, Levent Guntay, Francis Vitek, Mark Carlson, and Benjamin Cohen
Bank for International Settlements (2015)
A Methodology for Allocating Allowance for Loan and Lease Losses (ALLL) Under New Regulatory Environment
Yimin Yang, Fang Du, and Weixin Zhou
Journal of Financial Engineering (2014)
https://doi.org/10.1142/S2345768614500123
Basel III Patches Up the Flaws of both Basel I and II
Fang Du
Asian Banker (2011)
Economic Capital Estimation for Consumer Portfolios
Fang Du
RMA Journal (2004)

seminar
June 26 - 29, 2023
Federal Reserve International Training
"Credit Risk Assessment School"
seminar
November 29 - December 1, 2022
Federal Reserve, OCC, and FDIC Training
"FRTB Standardized Approach and HPE"
seminar
November 4, 2021
ASBA Seminar
"Credit Risk Panel Pandemic Update"
seminar
December 8, 2020
ASBA Seminar
"Credit Risk Assessment and Management under Covid 19"
seminar
February, 2020
Federal Reserve International Training
"Liquidity Risk Management"
seminar
September, 2019
CBIRC and Federal Reserve Training
"Liquidity Risk Management"
seminar
September, 2018
CBRC and Federal Reserve Training
"Advanced Credit Risk Management"
conference
June 27, 2017
RiskMinds Americas 2017 Conference
"Dealing with the challenges of IFRS9/CECL accounting standards and bridge the regulatory gap between two continents"
conference
June 19, 2017
GFMI 2nd Edition CECL Methodologies, Implementation and Reporting Conference
"A Few Thoughts on the Coming ECL Accounting Framework"
conference
May 30, 2017
Financial Republic Conference
"Regulatory Treatment of Accounting Provisions"
conference
November 4, 2016
IACPM 2016 Fall Conference
"Discussion on Current Expected Credit Loss (CECL)"
conference
Sept. 20, 2016
RiskMinds Americas 2016 Conference
"The Current Expected Credit Loss Model (CECL)"
conference
Dec. 9, 2015
RiskMinds 2015 Conference
"The Total Loss Absorbing Capacity (TLAC)"
conference
Oct. 15, 2015
2015 American Banker Association Risk Model Forum
"Model Risk Management: Supervisory Guidance and Implementation Challenges"
conference
June 15, 2015
RiskMinds USA 2015 Conference
"Determining The Impact Of Regulation:What Is The Right Amount Of Regulation?"
conference
March 26, 2015
Society of Actuaries Investment Symposium
"SIFI & CCAR Impact on Insurance and Pensions"
conference
November 17, 2014
RiskMinds Asia 2014 Conference
"Evaluating The Latest Progress in Global Regulatory Reforms"
conference
June, 2013
RiskMinds USA 2013 Conference
"Model Risk MeasureÃ¢ and Ã¢Model Risk Management Framework"
conference
Dec. 2012
RiskMinds 2012
"Understanding the Cumulative Effect of Regulation on your Business"
conference
Nov. 2012
IACPM Annual Conference
"Stress Testing in a Changing Environment"
discussion
July. 2012
ABA working group
"How to Validate Economic Capital models"
conference
June, 2012
RiskMinds USA 2012
"Model Risk Management Governance"
conference
April, 2012
The Asian Banker Summit
"Capital stress testing under Basel III and the G-SIFI regime: how to ensure institution are satisfying the new capital requirements"
conference
June, 2011
RiskMinds USA 2011
"Ensure Pillar II Adds Value"
seminar
July, 2011
FSI Seminar on Applied Risk Management
"Post Crisis Credit Risk Management in a Bank and Stress Testing Implementation in a Bank"
seminar
July, 2011
The Asian Banker training course
"The Asian Banker Diploma in Basel III"
conference
April, 2011
PRIMA Boston Chapter Conference
"Commercial Bank Stress Testing"
seminar
July, 2010
ASBA-FSI Seminar
"Credit Risk Stress Testing"
conference
June, 2010
RiskMinds USA 2010 Conference
"Evaluating Firm's Internal Capital Adequacy Assessment Process Under Pillar II"
conference
May, 2010
Interagency Risk Quantification Forum
"EAD Estimation"
conference
July, 2009
RiskCapital 2009 Conference
"Implementation of the Basel II Securitization Framework"
discussion
2009
BAFIN
"Supervisory Stress Testing in the United States"
seminar
2009
CEMLA-FSI Seminar
"Enhancing the Capital Framework for Securitization Activities"
discussion
2009
FSI Seminar on Stress Testing
"Supervisory Stress Testing in the United States"
conference
2008
RiskMind 2008 Asia Conference
"Economic Capital Aggregation and Allocation"
seminar
2008
BIS Seminar
"Horizontal Stress Testing Perspective in US Financial Institutions"
seminar
2008
CEMLA-FSI Seminar
"Stress Testing and Capital: Lessons from 2009 Stress Testing Exercise in the US"
seminar
2008
International Accounting and Auditing for Banks, FSI
"Introduction to Complex Financial Instruments"
conference
2007
RiskCapital 2007 Conference
"Stress Testing Perspective"
discussion
2007
ISDA
"Market Risk, Credit risk, EC in Counterparty Credit Risk"
seminar
2007
ASBA Building a IRB System
"The Mechanics of the Internal-Rating Based Approaches"
seminar
2006
The Validation of IRB Systems in Basel II, ASBA
Quantification and ValidationRecent Development of Regulatory Capital in U.S., and The Mechanics of the Internal Rating Based Approaches
seminar
2006
Basel II and Its Implementation, BSCEE
Validation and Cross-Border Issues and The Internal Rating Based Approach: The Framework and Implementation
conference
2005
Risk Quantification Forum
"Stress Testing Perspective at Macro and Micro Levels"
conference
2005
Accounting Communication Network Roundtable Conference
"Credit Risk Models"
conference
2004
Fed Credit Conferenc
"Consumer Credit Risk Modeling and Monitoring"
discussion
2004
OTS
"Risk Segmentation for Retail Portfolios"
conference
2000
GARP Conference
"Economic Capital for Consumer Portfolios"

Conference Organization

March 30th - 31st, 2023 | Washington, DC
Procyclicality Symposium
Organizer

Professional Affiliation

Boston Economic Club

Last Update: August 2, 2024

Meet the Researchers

Fang Du

Education

Advisor

Executive Vice President

Senior Project Manager

Senior Director

Quant Analyst

Visiting Assistant Professor

Conference Organization

Professional Affiliation