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 4 107 1 7 20 308
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 1 86 1 2 3 127
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 1 6 12 123 4 13 30 235
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 0 5 7 94
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 0 1 10 181 2 13 41 434
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 1 5 153 1 5 15 326
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 2 7 32
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 2 4 11 56
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 3 46 0 2 10 136
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 7 20 613 4 23 58 1,623
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 0 12 111 1 8 27 225
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 4 7 37
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 1 3 9 97
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 1 4 243 2 11 18 628
Total Working Papers 3 16 71 1,803 19 102 263 4,358

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Statistics updated 2026-03-04