Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stress testing in a value at r...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
26
Credit risk
24
Kreditrisiko
22
Basel Accord
18
Basler Akkord
18
Risk
16
Bank risk
15
Bankrisiko
15
Bank regulation
11
Bankenaufsicht
11
Banking supervision
11
Bankenregulierung
9
Derivat
9
Derivative
9
Portfolio selection
9
Portfolio-Management
9
Risiko
9
Risikomanagement
9
Risikomaß
9
Risk management
9
Risk measure
9
USA
9
United States
9
Welt
9
World
9
Bank
8
Börsenkurs
8
Share price
8
Bank failure
7
Bankinsolvenz
7
Stock - Prices
7
Asset-liability management
6
Bank capital
6
Bilanzstrukturmanagement
6
Capital income
6
Estimation
6
Financial market regulation
6
Finanzmarktregulierung
6
Futures
6
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Article
14
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
7
Working Paper
7
Graue Literatur
3
Non-commercial literature
3
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
26
Author
All
Kupiec, Paul H.
21
Kupiec, Paul
5
O'Brien, James M.
4
Nickerson, David B.
1
Sharpe, Steven A.
1
Institution
All
Federal Reserve System / Division of Research and Statistics
2
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Finance and economics discussion series
4
Journal of financial services research : JFSR
2
Special paper series / LSE Financial Markets Group
2
Special paper series / London School of Economics and Political Science, Financial Markets Group
2
AEI Economic Policy Working Paper 2013-07
1
Economic policy review
1
Financial markets, institutions & instruments
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
IMF Working Paper, Vol. , pp. 1-32, 2002
1
IMF working papers
1
Journal of investment management : JOIM
1
Journal of risk management in financial institutions
1
Risk management : the state of the art
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
On the ramifications of a securities transaction tax for the function and efficiency of capital markets
Kupiec, Paul H.
-
1992
Persistent link: https://www.econbiz.de/10000985766
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
Noise traders, excess volatility, and a securities transactions tax
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
10
(
1996
)
2
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001202857
Saved in:
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/10001248811
Saved in:
10
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
13
(
1998
)
3
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
