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 1 1 5 110 3 5 21 317
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 86 0 1 6 131
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 0 14 129 2 3 43 258
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 0 0 6 94
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 0 1 5 183 1 4 41 450
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 0 3 155 0 0 13 332
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 1 11 38
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 0 9 57
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 2 46 0 0 11 142
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 2 2 14 619 2 4 62 1,656
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 0 2 112 1 3 20 234
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 10 41
Smoothing Algorithms by Constrained Maximum Likelihood 0 1 1 46 0 1 7 100
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 0 3 245 2 4 32 648
Total Working Papers 3 5 49 1,826 11 26 292 4,498

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Statistics updated 2026-10-11