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Estimating recovery discount rates : a methodological note
Kupiec, Paul H. - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10003696366
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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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Credit risk capital : more than one way to guard a guarantee
Kupiec, Paul H. - In: Risk management : the state of the art, (pp. 15-25). 2002
Persistent link: https://www.econbiz.de/10001698271
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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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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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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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Financial stability and Basel II
Kupiec, Paul H. - In: Annals of finance 3 (2007) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10003427798
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Capital allocation for portfolio credit risk
Kupiec, Paul H. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 103-122
Persistent link: https://www.econbiz.de/10003576372
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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