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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
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The performance of S&P 500 futures product margins under the SPAN margining system
Kupiec, Paul H. - In: The journal of futures markets 14 (1994) 7, pp. 789-811
Persistent link: https://www.econbiz.de/10001171174
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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
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Basel II : a case for recalibration
Kupiec, Paul H. - In: Handbook of financial intermediation and banking, (pp. 413-440). 2008
Persistent link: https://www.econbiz.de/10003729531
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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
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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
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Assessing systemic risk exposure from banks and GSEs under alternative approaches to capital regulation
Kupiec, Paul H.; Nickerson, David B. - In: The journal of real estate finance and economics 28 (2004) 2/3, pp. 123-145
Persistent link: https://www.econbiz.de/10001954669
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Testing for systemic risk using stock returns
Kupiec, Paul H.; Güntay, Levent - In: Journal of financial services research : JFSR 49 (2016) 2/3, pp. 203-227
Persistent link: https://www.econbiz.de/10011592075