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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
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Stress testing and the representative bank model
Kupiec, Paul H. - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 342-373
Persistent link: https://www.econbiz.de/10012131742
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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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20-years of banking history in 67 tables and charts
Kupiec, Paul H. - 2021
Persistent link: https://www.econbiz.de/10014380581
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Inflation targeting : how the Federal Reserve abandoned "honest money" for a perpetual inflation tax
Kupiec, Paul H. - 2021
Persistent link: https://www.econbiz.de/10014380613
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American Enterprise Institute Roundtable : Government Policies Reshape the Banking System
Kupiec, Paul H.; Sylla, Richard; Pollock, Alex J.; … - In: Journal of Applied Corporate Finance 33 (2022) 4, pp. 52-69
Persistent link: https://www.econbiz.de/10012810097
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Statistical challenges of stress test financial stability assessments
Kupiec, Paul H. - 2020
Banking system stress tests are a key component of IMF/World Bank financial stability assessments.
Persistent link: https://www.econbiz.de/10014439105
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Testing for systemic risk using stock returns
Kupiec, Paul H. - 2015
Conditional value at risk (CoVaR) and marginal expected shortfall (MES) have been proposed as stock return based measures of the systemic risk created by individual financial institutions even though the literature provides no formal hypothesis test for detecting systemic risk. We address this...
Persistent link: https://www.econbiz.de/10014439112