[7] His mother, Sherrye Patton Henry, a well-known author, radio personality and feminist activist, was appointed by President Clinton to head the Women's Business Ownership of the SBA.
[18] Henry has been active in Republican politics including the 2012 Romney presidential campaign where he was an economic adviser, media surrogate, and member of the transition team.
In 2009, Ed Cox, the New York State Republican Chairman, reached out to Henry to consider running for Governor and courted him intensively.
The potential for a strong Henry candidacy prompted Cox to lobby Rudy Giuliani to consider running for US Senate rather than Governor.
[20] Henry has given numerous speeches, lectures and interviews and has been profiled in television and print media on a variety of financial and political topics.
Among the places he's been interviewed or published commentary are CNN, FOX, MSNBC, CNBC, Bloomberg, the Wall St. Journal, National Review, The American Spectator, and The Financial Times.
In a June, 2006 speech before the Housing Policy Council, Henry correctly warned of the potential for a financial crisis with the GSEs (Fannie Mae and Freddie at the center): “…these types of concerns are not simply theoretical.
Like the case of a single gunshot setting off an avalanche, there are times when even seemingly modest or localized events in particular financial markets can trigger adverse consequences of enormous proportions”... “we at the Treasury are confident we are not simply "crying wolf"”, and “Do we really want to be faced with unwarranted and irresponsible calls for bailing out another failed GSE?”.
In an April 2006 speech, Henry correctly questioned whether “our large financial institutions properly value and disclose their derivative exposure”.