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Kupiec, Paul H.'s
Scholarly Papers
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Aggregate Statistics |
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Total
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4,098 |
Total
Citations
67 |
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1.
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Capital Allocation for Portfolio Credit Risk
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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Posted:
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01 Apr 05
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Last Revised:
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20 Dec 06
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1,367
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4
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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891
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4
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economic capital, credit risk internal models, Basel II Internal Ratings Approach
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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476
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4
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Economic capital, credit risk internal models, Basel II, Internal Ratings Approach
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2.
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Deposit Insurance, Bank Incentives, and the Design of Regulatory Policy
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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Posted:
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26 Jun 98
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Last Revised:
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15 Nov 07
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431
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6
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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47
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6
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G2, G3
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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384
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3.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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377
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10
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4.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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303
(47,643)
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25
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5.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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300
(48,233)
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4
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credit risk measurement, credit risk capital allocation, Basel II
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6.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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296
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7
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bank regulation, Basel Accord, regulatory capital requirements, credit risk
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7.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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222
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1
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regulatory capital requirements, credit VaR, subordinated debt, internal risk models
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8.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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209
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1
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value at risk market risk credit risk capital allocation
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9.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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202
(74,121)
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2
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Portfolio Credit Risk Measurement, Corporate Ratings, Basel II, Vasicek Credit Risk Model, Economic Capital Allocation
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10.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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196
(76,353)
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5
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Regulatory capital requirements, credit risk, credit VaR, internal models
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11.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) Ramirez, Carlos D.
George Mason University - Department of Economics
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195
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4
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bank failures, systemic risk, financial accelerator, vector autoregressions, Panic of 1907, non-bank commercial failures
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12.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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Credit risk measurement, portfolio credit risk, portfolio loss distribution
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13.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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credit risk measurement, credit risk capital allocation, Basel II
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14.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) Nickerson, David B.
Roosevelt University - Heller College of Business
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capital regulation, government sponsored enterprise, housing
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15.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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16.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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17.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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18.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) O'Brien, James M.
Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
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19.
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC) White, A. Patricia
Government of the United States of America - Division of Research and Statistics
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20.
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Techniques for Verifying the Accuracy of Risk Measurement Models
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Versions (2)
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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Posted:
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13 Sep 95
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Last Revised:
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11 Feb 98
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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Kupiec, Paul H.
Federal Deposit Insurance Corporation (FDIC)
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