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Commentary: Basel II: Understanding the expected loss debate - The final draft of the new Accord on bank regulatory capital has been delayed. A critical and unresolved issue is whe...
Kupiec, Paul - In: Risk : managing risk in the world's financial markets 16 (2003) 11, pp. 29-31
Persistent link: https://www.econbiz.de/10007029833
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Basel II: Does CP3 get it right? - The Basel Committee on Banking Supervision's third consultative paper raises several complex issues, not least of which is: will it work in pract...
Kupiec, Paul - In: Risk : managing risk in the world's financial markets 16 (2003) 8, pp. 22-23
Persistent link: https://www.econbiz.de/10007030928
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WHY BASEL MUST BRUSH-UP ON CREDIT - Unresolved calibration problems with the new Basel Accord's credit risk capital requirements may lead banks to make damaging risk decisions.
Kupiec, Paul - In: Risk : managing risk in the world's financial markets 14 (2001) 6, pp. 74-77
Persistent link: https://www.econbiz.de/10007042662
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AN ALTERNATIVE TO BASLE'S REFORM PROPOSALS - The author suggests a different, market-based way to see credit risk capital.
Kupiec, Paul - In: Risk : managing risk in the world's financial markets 13 (2000) 3, pp. 54-57
Persistent link: https://www.econbiz.de/10007051063
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Approach paths - How the pre-commitment approach to market risk capital can shift the onus for effective risk management from regulators to management and shareholders
Kupiec, Paul; O'Brien, James - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 90-95
Persistent link: https://www.econbiz.de/10007065406
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Approach paths - How the pre-commitment approach to market risk capital can shift the onus for effective risk management from regulators to management and shareholders
Kupiec, Paul; O'Brien, James - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 90-95
Persistent link: https://www.econbiz.de/10007065424
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COMMITMENT IS THE KEY - The designers of the pre-commitment approach to market risk respond to its critics.
Kupiec, Paul; O'Brien, Jim - In: Risk : managing risk in the world's financial markets 9 (1996) 9, pp. 60-64
Persistent link: https://www.econbiz.de/10007077393