Forward ordinal probability models for point-in-time probability of default term structure : methodologies and implementations for IFRS 9 expected credit loss estimation and CCAR stress testing

Smoothing algorithms by constrained maximum likelihood : methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International Financial Reporting Standard 9 expected credit loss estimation

Yang, Bill Huajian, (2018)

Estimating long-run probability of default, asset correlation and portfolio-level probability of default using Vasicek models

Yang, Bill Huajian, (2013)

Point-in-time probability of default term structure models for multiperiod scenario loss projection

Yang, Bill Huajian, (2017)