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 2 2 5 107 3 6 16 301
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 1 86 0 0 3 125
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 2 3 8 117 3 11 19 222
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 1 2 2 89
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 1 5 11 180 3 17 31 421
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 0 5 152 1 3 11 321
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 2 3 6 30
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 3 4 7 52
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 2 3 46 1 4 9 134
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 0 2 18 606 3 10 49 1,600
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 3 13 111 0 5 22 217
Resolutions to flip-over credit risk and beyond 0 0 0 14 1 2 3 33
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 1 3 7 94
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 0 4 242 1 1 11 617
Total Working Papers 5 17 68 1,787 23 71 196 4,256

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Statistics updated 2025-12-06