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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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The IMF-World Bank Financial Sector Assessment Program: a view from the inside
Kupiec, Paul H. - In: Systemic financial crises : resolving large bank …, (pp. 69-81). 2005
Persistent link: https://www.econbiz.de/10003189247
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Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks
Kupiec, Paul - In: Capital adequacy beyond Basel : banking, securities, …, (pp. 146-170). 2005
Persistent link: https://www.econbiz.de/10002737676
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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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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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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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Stock market volatility in OECD countries : recent trends, consequences for the real economy, and proposals for reform
Kupiec, Paul H. - In: OECD journal: economic studies (1991), pp. 31-62
Persistent link: https://www.econbiz.de/10001115527
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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
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Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities
Kupiec, Paul - 1991
This paper is one of four in this Working Paper series, focusing on financial liberalisation, along with those by Miller and Weller, Driscoll, and Blundell-Wignall and Browne. It examines the historical volatilities of stock, bond and foreign currency markets over alternative periods differing...
Persistent link: https://www.econbiz.de/10012445845