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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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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
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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
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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
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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
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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
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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
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Recent developments in bank capital regulation of market risks
Kupiec, Paul H. - 1995
Persistent link: https://www.econbiz.de/10000927285
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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
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Bank capital regulation for market risks
Kupiec, Paul H.; O'Brien, James M. - 1996
Persistent link: https://www.econbiz.de/10000951111