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 4 105 3 5 12 293
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 85 0 0 2 124
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 0 3 111 0 0 9 205
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 2 6 173 1 5 15 398
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 1 4 149 0 1 7 312
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 2 3 27
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 2 3 47
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 0 43 1 2 3 128
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 4 23 597 2 10 64 1,575
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 7 8 10 107 7 10 15 208
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 1 1 31
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 1 45 2 3 6 91
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 0 3 239 1 1 12 611
Total Working Papers 9 17 54 1,749 17 42 152 4,137

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Statistics updated 2025-06-06