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Estimating recovery discount rates : a methodological note
Kupiec, Paul - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10009883587
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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
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Insurers are not Banks : Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy
Kupiec, Paul; Nickerson, David - In: The Geneva papers on risk and insurance - issues and … 30 (2005) 3, pp. 498-521
Persistent link: https://www.econbiz.de/10006077022
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Insurers are not Banks : Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy
Kupiec, Paul; Nickerson, David - In: The Geneva papers on risk and insurance - issues and … 30 (2005) 3, pp. 498-521
Persistent link: https://www.econbiz.de/10006077193
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Prudential Margin Policy in a Futures-Style Settlement System
Fenn, George W.; Kupiec, Paul - In: The journal of futures markets 13 (1993) 4, pp. 389-408
Persistent link: https://www.econbiz.de/10006869674
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Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference
Kupiec, Paul; Unal, Haluk - In: Journal of financial services research : JFSR 42 (2012) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10009994860
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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