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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
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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
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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
Yang, Bill Huajian - In: The journal of risk model validation 11 (2017) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10011762989
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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