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Recent developments in bank capital regulation of market risks
Kupiec, Paul H. - 1995
Persistent link: https://www.econbiz.de/10000927285
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The use of bank trading risk models for regulatory capital purposes
Kupiec, Paul H.; O'Brien, James M. - 1995
Persistent link: https://www.econbiz.de/10000950967
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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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Regulatory competition and the efficiency of alternative derivative product margining systems
Kupiec, Paul H.; White, Alice Patricia - 1996
Persistent link: https://www.econbiz.de/10000938636
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The pre-commitment approach : using incentives to set market risk capital requirements
Kupiec, Paul H. - 1997
Persistent link: https://www.econbiz.de/10000962037