Andy Yeh

Brass Ring International Density Enterprise (BRIDE)

Co-Chair

Hong Kong

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS

28

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  Macrofinance, asset return prediction, corporate ownership and governance, and bank capital regulation.  ”

Scholarly Papers (8)

Bank Leverage and Capital Bias Adjustment Through the Macroeconomic Cycle

Journal of Risk, 2020
Number of pages: 58 Posted: 11 Sep 2020
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 28 (585,700)
Citation 1

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Bank Leverage, Capital, Macroeconomic Default Adjustment, Monte Carlo Simulation, Macro-Prudential Stress Test, Loan Portfolio Segmentation, Logit Default Likelihood Analysis

Bank Leverage and Capital Bias Adjustment Through the Macroeconomic Cycle

Journal of Risk, Vol. 23, No. 1, October 2020, Pages: 33-99
Number of pages: 68 Posted: 07 Jan 2021
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
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bank capital, leverage, macroeconomic cycle, default probability, Monte Carlo simulation, Basel capital accord

2.

The Happy Story of Small Business Finance

Journal of Banking and Finance, Vol. 31, No. 9, 2007
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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corporate finance, privately held enterprise, capital adequacy, financial contentment, long-term sustainability

3.

Credit Default Swap Spreads, Fair Value Spreads, and Interest Rate Dynamics

Journal of Credit Risk, Vol. 8, No. 4, 2012
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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Credit risk, interest rate risk, credit default swap, fair value spread, panel regression

4.

An Empirical Implementation of CreditGrades

Journal of Credit Risk, Vol. 6, No. 1, 2010
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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CreditGrades, credit default swap spreads, credit risk model, default probability, global financial crisis

5.

Key Motifs in the Home-Host Mantra of Operational Risk Management

Journal of Operational Risk, Vol. 3, No. 4, 2008
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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Operational risk, Basel home-host cooperation, corporate governance, risk management, standalone capability, capital allocation, loss distribution approach (LDA), PIllar 2 internal capital adequacy assessment process (ICAAP), inter-jurisdictional diversification, insurance, derivative risk transfer

6.

Path Dependence or Convergence? The Evolution of Corporate Ownership Around the World

Review of Law and Economics, Vol. 3, No. 2, 2007
Posted: 25 Jul 2015 Last Revised: 09 Mar 2016
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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corporate governance, corporate ownership, legal protection, asset specificity, path dependence, convergence, Berle-Means modern corporation

7.

A New Basel Bank Capital Framework

Reserve Bank of New Zealand (RBNZ) Bulletin, Vol. 68, No. 3, 2005
Posted: 25 Jul 2015 Last Revised: 17 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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Basel capital framework, bank capital adequacy, risk parameter adjustment, macroeconomic cycle, market risk, credit risk, operational risk, procyclicality risk, strategic risk

8.

An Algorithmic Model for Retail Credit Portfolio Segmentation

Journal of Risk Model Validation, Vol. 7, No. 2, 2013
Posted: 25 Jul 2015 Last Revised: 17 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

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Basel model development, Monte Carlo simulation, asymptotic single risk factor model, credit risk, segmentation, retail mortgage segmentation, k-means cluster analysis, risk capital management, asset correlation analysis