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 4 109 0 3 18 311
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 1 86 1 3 6 130
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 1 6 18 129 2 14 44 249
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 0 0 7 94
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 0 1 9 182 2 10 46 444
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 1 5 154 0 5 19 331
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 2 5 10 37
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 1 10 57
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 3 46 0 4 12 140
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 18 615 8 24 72 1,647
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 1 1 5 112 2 6 23 231
Resolutions to flip-over credit risk and beyond 0 0 0 14 1 4 10 41
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 0 1 7 98
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 1 5 244 2 15 32 643
Total Working Papers 3 14 68 1,817 20 95 316 4,453

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Statistics updated 2026-06-04