Photo of Fang Du

Fang Du

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
  • Yang, Yimin, Fang Du, and Weixin Zhou (2014). "A Methodology for Allocating Allowance for Loan and Lease Losses (ALLL) Under New Regulatory Environment," Journal of Financial Engineering, Vol. 1, no. 1.
  • Du, Fang (2011). Basel III Patches Up the Flaws of both Basel I and II. Singapore: The Asian Banker, Risk & Regulation Working Group.
  • Du, Fang (2004). "Economic Capital Estimation for Consumer Portfolios," RMA Journal, Dec 2003/Jan 2004, pp. 70-76.
  • 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 Measure" and "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 Validation", "Recent Development of Regulatory Capital in U.S.", and "The Mechanics of the Internal Rating Based Approaches"

  • seminar

    2006

    Basel II and Its Implementation, BSCEE

    "Implementing the IRB Approach – 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"

Last update: May 19, 2017