Han Hong

Stanford University

Professor

Landau Economics Building

579 Serra Mall

Stanford, CA 94305-6072

United States

SCHOLARLY PAPERS

8

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Top 28,980

in Total Papers Downloads

1,554

CITATIONS

5

Scholarly Papers (8)

1.

The Information Value of Basel III Liquidity Risk Measures

Number of pages: 39 Posted: 19 Nov 2012 Last Revised: 25 Oct 2013
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 822 (28,287)
Citation 2

Abstract:

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Basel III, Liquidity risk, Bank failure, Insolvency risk, Information value

2.

Liquidity Risk, Market Valuation, and Bank Failures

Number of pages: 53 Posted: 19 Nov 2012
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 598 (43,473)
Citation 3

Abstract:

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Bank failure, liquidity risk, insolvency risk, market valuation

3.

A Common Pitfall in Bank Stress Testing: Macroeconomic Factors and Model Instability

Number of pages: 38 Posted: 12 Jan 2017 Last Revised: 31 Jul 2018
Han Hong, Deming Wu and Qing Wang
Stanford University, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Southwestern University of Finance and Economics (SWUFE)
Downloads 82 (296,818)

Abstract:

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Model Instability, Macroeconomic Factor, Measurement Errors, Stress Testing, Credit Risk Model

4.

Decision Making with Machine Learning and ROC Curves

Number of pages: 52 Posted: 30 May 2019
Kai Feng, Han Hong, Ke Tang and Jingyuan Wang
Beihang University (BUAA), Stanford University, Institute of Economics, School of Social Sciences, Tsinghua University and Beihang University (BUAA)
Downloads 40 (418,882)

Abstract:

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ROC Curve, Binary Classification, Neyman Pearson Lemma, Incentive Heterogeneity, Information Asymmetry

5.

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game

NBER Working Paper No. w21125
Number of pages: 80 Posted: 04 May 2015
University of Michigan at Ann Arbor - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Stanford University and University of Virginia
Downloads 12 (561,779)
Citation 2

Abstract:

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6.

The Information Content of Basel III Liquidity Risk Measures

Journal of Financial Stability, 2014, 15, 91-111
Posted: 25 Oct 2013 Last Revised: 30 Mar 2018
Han Hong, Jing-Zhi Huang and Deming Wu
Stanford University, Pennsylvania State University - University Park - Department of Finance and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

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Basel III, Liquidity coverage ratio, Net stable funding ratio, Liquidity risk, Bank failure, Insolvency risk

7.

Systemic Funding Liquidity Risk and Bank Failures

Posted: 20 Sep 2013
Han Hong and Deming Wu
Stanford University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

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Bank failure, Insolvency risk, Liquidity risk, Systemic funding liquidity risk, Texas ratio

8.

Securitization and Banks’ Equity Risk

Journal of Financial Services Research 39, 95-117, 2011
Posted: 19 Nov 2012 Last Revised: 30 Mar 2018
Deming Wu, Jiawen Yang and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC), George Washington University - School of Business and Stanford University

Abstract:

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Securitization, Bank equity risk, Systematic risk, Banking