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 2 5 109 1 4 21 311
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure 0 0 1 86 0 3 5 129
IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses 3 6 17 128 8 16 42 247
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 0 1 9 182 4 10 45 442
Modeling of EAD and LGD: Empirical Approaches and Technical Implementation 1 1 5 154 5 6 19 331
Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy 0 0 0 14 2 3 8 35
Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models 0 0 0 17 0 3 10 57
Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component 0 0 3 46 4 4 13 140
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 18 614 13 20 66 1,639
Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations 0 0 11 111 2 5 28 229
Resolutions to flip-over credit risk and beyond 0 0 0 14 3 3 9 40
Smoothing Algorithms by Constrained Maximum Likelihood 0 0 0 45 1 2 9 98
Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation 0 1 5 244 6 15 31 641
Total Working Papers 4 14 74 1,814 49 94 313 4,433

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Statistics updated 2026-05-06