Narrow search
Showing 1 - 10 of 12
Cover Image
Stress testing in a value at risk framework
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 6 (1998) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
Cover Image
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A primer on program trading and stock price volatility : a survey of the issues and the evidence
Duffee, Greg - 1992
Persistent link: https://www.econbiz.de/10001134320
Cover Image
Stress testing in a value at risk framework
Kupiec, Paul H. - In: Risk management : value at risk and beyond, (pp. 76-99). 2002
Persistent link: https://www.econbiz.de/10001689192
Cover Image
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
Cover Image
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