Access Statistics for Bill Huajian Yang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models 0 1 4 105 0 4 12 294
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 1 1 1 86 1 1 3 125
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 1 2 4 113 2 3 11 208
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 0 0 0 87
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 0 2 6 175 1 5 16 402
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 2 2 5 151 3 4 9 316
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 0 3 27
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 0 3 47
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 1 1 1 44 1 3 5 130
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 1 4 21 600 6 11 60 1,584
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 1 8 11 108 3 11 19 212
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 1 31
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 1 45 0 2 6 91
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 2 3 4 242 3 6 12 616
Total Working Papers 9 24 58 1,764 20 50 160 4,170

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Statistics updated 2025-08-05