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Calibrating your intuition : capital allocation for market and credit risk
Kupiec, Paul H.
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2002
Persistent link: https://www.econbiz.de/10001698847
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Internal models, subordinated debt, and regulatory capital requirements for bank credit risk
Kupiec, Paul H.
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2002
Persistent link: https://www.econbiz.de/10001706295
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The New Basel Capital Accord : the devil is in the (calibration) details
Kupiec, Paul H.
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2001
Persistent link: https://www.econbiz.de/10001620772
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