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The pre-commitment approach : using incentives to set market risk capital requirements
Kupiec, Paul H.
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1997
Persistent link: https://www.econbiz.de/10000962037
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Bank equity values, bank risk, and the implied market value of banks' assets, liabilities and deposit insurance
Kuester, Kathleen A.
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O'Brien, James M.
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1989
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Rev
Persistent link: https://www.econbiz.de/10000918916
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Recent developments in bank capital regulation of market risks
Kupiec, Paul H.
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1995
Persistent link: https://www.econbiz.de/10000927285
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The use of bank trading risk models for regulatory capital purposes
Kupiec, Paul H.
;
O'Brien, James M.
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1995
Persistent link: https://www.econbiz.de/10000950967
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