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 4 105 1 2 14 296
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 1 1 86 0 1 3 125
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 1 3 6 115 4 9 18 215
Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests 0 0 0 50 1 1 1 88
Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework 3 3 9 178 5 8 22 409
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 0 3 5 152 1 6 11 319
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 0 0 3 27
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 1 3 48
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 1 1 44 1 2 6 131
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 6 19 605 4 16 56 1,594
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 2 3 12 110 2 5 20 214
Resolutions to flip-over credit risk and beyond 0 0 0 14 0 0 1 31
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 2 2 7 93
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 2 4 242 0 3 11 616
Total Working Papers 7 22 61 1,777 21 56 176 4,206

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06