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isPartOf:"The review of financial studies"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of risk model validation"
~person:"Yang, Bill Huajian"
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Yang, Bill Huajian
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Chi, Guotai
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Forest, Lawrence R. <Jr.>
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The review of financial studies
Risks : open access journal
The journal of risk model validation
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
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1
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
2
Smoothing algorithms by constrained maximum likelihood : methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International Financial...
Yang, Bill Huajian
- In:
The journal of risk model validation
12
(
2018
)
2
,
pp. 89-102
Persistent link: https://www.econbiz.de/10011912266
Saved in:
3
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 s...
Yang, Bill Huajian
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011762989
Saved in:
4
Point-in-time probability of default term structure models for multiperiod scenario loss projection
Yang, Bill Huajian
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011671182
Saved in:
5
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
6
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
7
Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
Saved in:
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