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Zhang, Jing’ AUTHOR PAGE

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E-Mail: jing.zhang@mkmv.com

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Affiliation: Moodys KMV

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CCAR and Beyond Capital Assessment, Stress Testing and Applications

2013

Zhang, Jing

Following the global financial crisis, the Comprehensive Capital Analysis Review CCAR has emerged in the US as the most dominant regulatory regime to ...

Change analysis of dynamic copula for measuring dependence in multivariate financial data

2006

Zhang, Jing

Guegan, Dominique

Most of the data both in finance and insurance almost always covers a reasonably long period relatively to the provided time horizon, then one may exp...

An Empirical Assessment of Asset Correlation Models

2001

Zeng, Bin

Zhang, Jing

With a dataset of weekly returns of more than 27,000 firms diversely distributed in more than40 countries and 61 industries, we examine the out-of-sam...