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 2 103 0 3 14 288
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 85 0 2 2 124
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 2 4 111 0 2 11 205
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 1 2 4 171 2 3 11 393
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 1 1 4 148 1 1 8 311
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 1 1 1 25
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 0 1 45
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 1 43 0 1 3 126
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 3 5 30 593 7 14 79 1,565
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 1 1 3 99 1 3 9 198
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 0 30
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 1 45 1 1 3 88
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 1 1 6 239 1 4 21 610
Total Working Papers 7 13 55 1,732 14 35 163 4,095

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Statistics updated 2025-03-03