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Bank equity values, bank risk, and the implied market value of banks' assets, liabilities and deposit insurance
Kuester, Kathleen A.; O'Brien, James M. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000918916
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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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Estimating the value and interest rate risk of interest-bearing transactions deposits
O'Brien, James M. - 2000
Persistent link: https://www.econbiz.de/10001550340
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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
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An evaluation of bank VAR measures for market risk during and before the financial crisis
O'Brien, James M.; Szerszen, Pawel J. - 2014
Persistent link: https://www.econbiz.de/10010433498
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Bank commercial loan fair value practices
Tschirhart, John; O'Brien, James M.; Moise, Michael; … - 2007
Persistent link: https://www.econbiz.de/10003827156
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Deposit insurance, bank incentives, and the design of regulatory policy
Kupiec, Paul H.; O'Brien, James M. - 1998
Persistent link: https://www.econbiz.de/10000658922