Shengwu Du

Senior Economist
Board of Governors of the Federal Reserve System
2016 - present
Quantitative Risk Manager
BNY Mellon
2015 - 2016
Quantitative Risk Manager
BMO Capital Market
2006 - 2015
Quantitative Analyst
Deloitte & Touche
2005 - 2006

Does Financial Stress Affect Commodity Futures Traders' Positions?
Shengwu Du, Travis D. Nesmith, and Yanggen Heppe
Journal of Futures Markets (2026)
https://doi.org/10.1002/fut.70064
See also » FRB Working Paper (2025)
Do Anecdotes Matter? Exploring the Beige Book through Textual Analysis from 1970 to 2025
Shengwu Du, Flora Haberkorn, Isabel Kitschelt, Seung Jung Lee, Anderson Monken, Dylan Saez, Kelsey Shipman, and Sandeep Thakur
Finance and Economics Discussion Series (2026)
https://doi.org/10.17016/FEDS.2026.004
Cyber Vulnerabilities at Large US Financial Institutions and Their Third-Party Service Providers
Jin-Wook Chang, Jacob Dice, Shengwu Du, Adam Flury, Sam Jerow, Seung Jung Lee, Stacey Schreft, and Craig Vandre
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2025.103
Does Financial Stress Affect Commodity Futures Traders’ Positions?
Shengwu Du, Travis D. Nesmith, and Yanggen Heppe
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2025.082r1
Does Financial Stress Affect Commodity Futures Traders’ Positions?
Shengwu Du, Travis D. Nesmith, and Yang Heppe
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2025.082
Portfolio Margining Using PCA Latent Factors
Shengwu Du and Travis D. Nesmith
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2025.016

Board of Governors of the Federal Reserve System