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 3 102 1 3 14 285
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 85 0 0 1 122
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 0 3 109 2 6 15 203
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 0 0 4 169 2 3 19 390
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 1 3 147 1 3 7 310
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 0 0 24
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 0 2 45
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 2 43 0 0 4 125
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 5 36 588 5 22 87 1,551
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 0 4 98 0 1 11 195
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 0 30
Smoothing Algorithms by Constrained Maximum Likelihood 0 1 1 45 0 2 4 87
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 0 7 238 1 2 23 606
Total Working Papers 2 8 63 1,719 12 42 187 4,060

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Statistics updated 2024-12-04