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 0 4 109 2 3 20 314
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 86 0 1 5 130
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 1 16 129 0 8 47 255
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 1 1 8 183 3 7 47 449
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 1 4 155 0 1 16 332
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 2 10 37
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 0 10 57
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 2 46 0 2 12 142
Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing 0 3 17 617 2 15 70 1,654
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 1 4 112 0 2 19 231
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 1 10 41
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 0 1 8 99
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 1 3 245 1 4 29 645
Total Working Papers 1 8 58 1,822 8 47 310 4,480

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Statistics updated 2026-08-07