Photo of Ke Wang

Ke Wang

Education

  • Ph.D., Economics, Stanford University, 2004
  • M.S., Statistics, Stanford University, 2003
  • M.A., Economics, UC Davis, 1998
  • B.A., International Economics, Peking University, 1994
Current Research Topics
  • Liquidity in OTC market
  • Risk management of financial institutions
  • 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
  • Research Associate

    Diversified Credit Investment LLC

    2005 - 2007
  • Assistant Professor in Finance

    The University of Tokyo

    2004 - 2005
  • FX Trader

    Bank of China

    1994 - 1996
  • Duffie, Darrell, Leandro Saita, and Ke Wang (2007). "Multi-Period Corporate Default Prediction with Stochastic Covariates," Journal of Financial Economics, vol. 83, no. 3, pp. 635-665.
  • Wang, Ke, Tetsuji Okazaki, and Michiru Sawada (2007). "Fall of 'Organ Bank' Relationship Over Bank Failure and Consolidation Wave: Experience in Pre-War Japan," Corporate Ownership and Control, vol. 4, no. 4, pp. 20-29.
  • Paal, Beatrix, Bruce Smith, and Ke Wang (2013). "Monopoly Versus Competition in Banking: Some Implications for Growth and Welfare," Annals of Economics and Finance, vol. 14, no. 2, pp. 853-892.
  • 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
Last update: April 3, 2017