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 2 4 91 3 4 20 234
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 2 77 1 1 14 106
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 2 6 21 83 5 15 59 114
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 49 0 0 2 83
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 3 6 17 115 8 19 60 229
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 0 7 134 1 3 24 271
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 2 14 1 1 7 21
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 16 3 4 17 36
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 2 6 27 4 11 37 87
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 4 17 72 420 21 69 285 1,041
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 2 9 80 2 8 29 141
Resolutions to flip-over credit risk and beyond 0 0 0 14 2 3 10 22
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 1 38 2 3 14 63
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 4 12 207 2 10 57 472
Total Working Papers 10 39 153 1,365 55 151 635 2,920


Statistics updated 2021-01-03