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U.S. prompt corrective action and bank risk
Gwilym, Rhys ap, (2013)
How should we measure bank capital adequacy for triggering Prompt Corrective Action? : a (simple) proposal
Chernykh, Lucy, (2015)
Fixing Prompt Corrective Action
Kupiec, Paul H., (2016)
Capital for concentrated credit portfolios
Kupiec, Paul H., (2015)
Portfolio diversification in concentrated bond and loan portfolios
What exactly does credit VaR measure?
Kupiec, Paul H., (2002)