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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance and Economics Discussion Series
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AEI Economics Working Paper
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Journal of financial services research : JFSR
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The journal of futures markets
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What exactly does credit VaR measure?
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10001708437
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2
Internal model-based capital regulation and bank risk-taking incentives
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 33-42
Persistent link: https://www.econbiz.de/10002108835
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3
Risk capital and VaR
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001497765
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4
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
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5
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
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6
A generalized single common factor model of portfolio credit risk
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 25-40
Persistent link: https://www.econbiz.de/10003673343
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7
What Exactly Does Credit VaR Measure?
Kupiec, Paul
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10005944320
Saved in:
8
TECHNIQUES FOR VERIFYING THE ACCURACY OF RISK MEASUREMENT MODELS
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10007336476
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9
STRESS TESTING IN A VALUE AT RISK FRAMEWORK
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10007351483
Saved in:
10
Internal Model-Based Capital Regulation and Bank Risk-Taking Incentives
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 33-42
Persistent link: https://www.econbiz.de/10005926806
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