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person:"Kupiec, Paul H."
~subject:"Allocation"
~subject:"Risk"
~type:"article"
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Basel II : a case for recalibration
Kupiec, Paul H.
- In:
Handbook of financial intermediation and banking
,
(pp. 413-440)
.
2008
Persistent link: https://www.econbiz.de/10003729531
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2
Capital allocation for portfolio credit risk
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003576372
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3
Assessing systemic risk exposure from banks and GSEs under alternative approaches to capital regulation
Kupiec, Paul H.
;
Nickerson, David B.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 123-145
Persistent link: https://www.econbiz.de/10001954669
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