Similar Search Results - EconBiz

Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives

Kupiec, Paul H. - 2002

Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital...

Persistent link: https://www.econbiz.de/10014399573

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

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

Systemic risk and unrealized losses in the banking system

Kupiec, Paul H. - In: Journal of applied corporate finance : JACF 36 (2024) 1, pp. 45-54

Persistent link: https://www.econbiz.de/10014535730

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

Will TLAC regulations fix the G-SIB too-big-to-fail problem?

Kupiec, Paul H. - In: Journal of financial stability 24 (2016), pp. 158-169

Persistent link: https://www.econbiz.de/10011704138

Stress testing and the representative bank model

Kupiec, Paul H. - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 342-373

Persistent link: https://www.econbiz.de/10012131742

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

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

Commercial real estate exposure and bank counterparty risk

Kupiec, Paul H. - In: Journal of risk management in financial institutions 17 (2024) 4, pp. 338-356

Persistent link: https://www.econbiz.de/10015108306

A service of the