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~person:"Kupiec, Paul H."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Kupiec, Paul H.
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
23
Crook, Jonathan N.
21
Jarrow, Robert A.
21
Capponi, Agostino
20
Chi, Guotai
20
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20
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20
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19
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19
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17
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17
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16
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16
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16
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15
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15
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15
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15
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14
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11
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11
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Journal of risk management in financial institutions
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial stability
2
Annals of finance
1
Journal of financial services research : JFSR
1
Journal of investment management : JOIM
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1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
A generalized single common factor model of portfolio
credit
risk
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 25-40
Persistent link: https://www.econbiz.de/10003673343
Saved in:
7
Financial stability and Basel II
Kupiec, Paul H.
- In:
Annals of finance
3
(
2007
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10003427798
Saved in:
8
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
Saved in:
9
Capital allocation for portfolio
credit
risk
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003576372
Saved in:
10
Internal model-based capital regulation and bank risk-taking incentives
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 33-42
Persistent link: https://www.econbiz.de/10002108835
Saved in:
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