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~subject:"Bank risk"
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Bank risk
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Kupiec, Paul H.
13
O'Brien, James M.
4
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3
Ramirez, Carlos D.
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Guntay, Levent
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1
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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2
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
Risk management : value at risk and beyond
,
(pp. 76-99)
.
2002
Persistent link: https://www.econbiz.de/10001689192
Saved in:
3
Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
Saved in:
4
A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
Saved in:
5
On the accuracy of alternative approaches for calibrating bank stress test models
Kupiec, Paul H.
- In:
Journal of financial stability
38
(
2018
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012159690
Saved in:
6
Policy uncertainty and bank stress testing
Kupiec, Paul H.
- In:
Journal of financial stability
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012431753
Saved in:
7
Bank failure and the cost of systemic risk : evidence from 1900 to 1930
Kupiec, Paul H.
;
Ramirez, Carlos D.
- In:
Journal of financial intermediation
22
(
2013
)
3
,
pp. 285-307
Persistent link: https://www.econbiz.de/10009767890
Saved in:
8
Recent developments in bank capital regulation of market risks
Kupiec, Paul H.
-
1995
Persistent link: https://www.econbiz.de/10000927285
Saved in:
9
The use of bank trading risk models for regulatory capital purposes
Kupiec, Paul H.
;
O'Brien, James M.
-
1995
Persistent link: https://www.econbiz.de/10000950967
Saved in:
10
Bank capital regulation for market risks
Kupiec, Paul H.
;
O'Brien, James M.
-
1996
Persistent link: https://www.econbiz.de/10000951111
Saved in:
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