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 2 5 107 3 8 19 304
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 1 86 0 0 2 125
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 3 5 9 120 4 11 21 226
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 3 4 5 92
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 1 3 12 181 6 18 37 427
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 1 1 6 153 2 4 13 323
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 1 4 7 31
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 4 7 52
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 2 3 46 1 4 9 135
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 2 18 607 9 15 54 1,609
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 1 13 111 3 6 25 220
Resolutions to flip-over credit risk and beyond 0 0 0 14 1 3 4 34
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 0 1 7 94
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 0 4 242 3 4 13 620
Total Working Papers 6 16 71 1,793 36 86 223 4,292

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Statistics updated 2026-01-09