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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
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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
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Futures margins and stock price volatility : is there any link?
Kupiec, Paul H. - In: The journal of futures markets 13 (1993) 6, pp. 677-691
Persistent link: https://www.econbiz.de/10001149382
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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
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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
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Initial margin requirements and stock returns volatility : another look
Kupiec, Paul H. - In: Journal of financial services research : JFSR 3 (1989) 2, pp. 287-301
Persistent link: https://www.econbiz.de/10001092925
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Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks?
Kupiec, Paul H. - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 148-160
Persistent link: https://www.econbiz.de/10012613957
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Will TLAC regulations fix the G-SIB too-big-to-fail problem?
Kupiec, Paul H. - In: Journal of financial stability 24 (2016), pp. 158-169
Persistent link: https://www.econbiz.de/10011704138
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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