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 1 2 103 1 4 13 289
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 0 85 0 1 2 124
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 0 0 3 111 0 0 10 205
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 1 3 5 172 2 5 12 395
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 1 2 5 149 1 2 9 312
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 1 2 2 26
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 1 1 2 46
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 1 43 1 1 3 127
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 28 594 3 13 77 1,568
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 1 3 99 0 3 8 198
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 0 30
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 1 45 0 1 3 88
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 1 4 239 0 3 15 610
Total Working Papers 3 13 52 1,735 10 36 156 4,105

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Statistics updated 2025-04-04