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Kupiec, Paul
15
Nickerson, David
3
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2
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Risk : managing risk in the world's financial markets
7
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of futures markets
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The journal of real estate finance and economics
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OLC EcoSci
RePEc
5,072
ECONIS (ZBW)
141
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
Other ZBW resources
1
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1
Estimating recovery discount rates : a methodological note
Kupiec, Paul
- In:
Journal of risk management in financial institutions
1
(
2007/08
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10009883587
Saved in:
2
Prudential Margin Policy in a Futures-Style Settlement System
Fenn, George W.
;
Kupiec, Paul
- In:
The journal of futures markets
13
(
1993
)
4
,
pp. 389-408
Persistent link: https://www.econbiz.de/10006869674
Saved in:
3
Insurers are not Banks : Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy
Kupiec, Paul
;
Nickerson, David
- In:
The Geneva papers on risk and insurance - issues and …
30
(
2005
)
3
,
pp. 498-521
Persistent link: https://www.econbiz.de/10006077022
Saved in:
4
Insurers are not Banks : Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy
Kupiec, Paul
;
Nickerson, David
- In:
The Geneva papers on risk and insurance - issues and …
30
(
2005
)
3
,
pp. 498-521
Persistent link: https://www.econbiz.de/10006077193
Saved in:
5
What Exactly Does Credit VaR Measure?
Kupiec, Paul
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10005944320
Saved in:
6
Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation
Kupiec, Paul
;
Nickerson, David
- In:
The journal of real estate finance and economics
28
(
2004
)
2
,
pp. 123-146
Persistent link: https://www.econbiz.de/10007102908
Saved in:
7
SYMPOSIUM ON TERM STRUCTURE MODELS AND INTEREST RATE VOLATILITY - ON THE ORIGIN AND INTERPRETATION OF OAS - OAS, or "option-adjusted spread," a commonly quoted statistic in the mortgage-backed securities market, is a mathematical construct used to ensure that a mortgage's estimated equivalent martingale model price is equal to its quoted market price. Absent any OAS adjustment, common risk-neutral ...
Kupiec, Paul
;
Kah, Adama
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 82-92
Persistent link: https://www.econbiz.de/10007182904
Saved in:
8
Commentary: Basel II: Understanding the expected loss debate - The final draft of the new Accord on bank regulatory capital has been delayed. A critical and unresolved issue is whether banks should include expected losses in their measure of credit risk.
Kupiec, Paul
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
11
,
pp. 29-31
Persistent link: https://www.econbiz.de/10007029833
Saved in:
9
Basel II: Does CP3 get it right? - The Basel Committee on Banking Supervision's third consultative paper raises several complex issues, not least of which is: will it work in practice?
Kupiec, Paul
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
8
,
pp. 22-23
Persistent link: https://www.econbiz.de/10007030928
Saved in:
10
Approach paths - How the pre-commitment approach to market risk capital can shift the onus for effective risk management from regulators to management and shareholders
Kupiec, Paul
;
O'Brien, James
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
1
,
pp. 90-95
Persistent link: https://www.econbiz.de/10007065406
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