Samu Peura

Sampo Bank

Unioninkatu 22, Helsinki

P.O.Box 1026, FI-00075 SAMPO

Finland

SCHOLARLY PAPERS

7

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Top 11,978

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4,048

SSRN CITATIONS
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SSRN RANKINGS

Top 8,737

in Total Papers Citations

38

CROSSREF CITATIONS

77

Scholarly Papers (7)

1.

A Value-at-Risk Approach to Banks' Capital Buffers: An Application to the New Basel Accord

Bank of Finland Discussion Paper No. 15/2001
Number of pages: 26 Posted: 29 Nov 2001
Esa Jokivuolle and Samu Peura
Bank of Finland, Research Unit and Sampo Bank
Downloads 967 (23,318)
Citation 8

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new Basel Capital Accord, credit risk, internal ratings, value-at-risk

2.
Downloads 789 ( 31,149)
Citation 25

Optimal Bank Capital with Costly Recapitalization

AFA 2005 Philadelphia Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 49 Posted: 21 Dec 2004
Samu Peura and Jussi Keppo
Sampo Bank and National University of Singapore - NUS Business School
Downloads 789 (30,666)
Citation 25

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bank capital, dividends, capital issues, fixed cost, delay

Optimal Bank Capital with Costly Recapitalization

Journal of Business, Vol. 79, pp. 2163-2201, 2006
Posted: 11 Apr 2005
Samu Peura and Jussi Keppo
Sampo Bank and National University of Singapore - NUS Business School

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bank capital, dividends, capital issues, fixed cost, delay

Simulation Based Stress Testing of Banks' Regulatory Capital Adequacy

Journal of Banking & Finance, Vol. 28, pp. 1801-1824, 2004, Bank of Finland Research Discussion Paper No. 4/2003
Number of pages: 44 Posted: 09 Oct 2003
Samu Peura and Esa Jokivuolle
Sampo Bank and Bank of Finland, Research Unit
Downloads 763 (32,089)
Citation 2

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Basel II, Pillar 2, bank capital, stress tests, procyclicality

Simulation-Based Stress Testing of Banks' Regulatory Capital Adequacy

Bank of Finland Research Discussion Paper No. 4/2003
Number of pages: 44 Posted: 14 Aug 2017 Last Revised: 26 Jun 2018
Samu Peura
Sampo Bank
Downloads 17 (572,749)
Citation 4

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4.

One, Two, Three, Four Types of Default

Number of pages: 15 Posted: 22 Mar 2005
Samu Peura and Jarno Soininen
Sampo Bank and Sampo Bank
Downloads 645 (40,920)

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default, bankruptcy, restructuring, distressed decision, non-performing, loss given default, impairment, Basel II, IAS 39

5.

A Model for Estimating Recovery Rates and Collateral Haircuts for Bank Loans

Bank of Finland Research Discussion Paper No. 2/2000
Number of pages: 22 Posted: 14 Oct 2007
Esa Jokivuolle and Samu Peura
Bank of Finland, Research Unit and Sampo Bank
Downloads 622 (42,987)
Citation 13

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credit risk, collateral, recovery rates, options theory

6.

Rating Targeting and the Confidence Levels Implicit in Bank Capital

Bank of Finland Research Discussion Paper No. 27/2006
Number of pages: 27 Posted: 01 Mar 2007
Esa Jokivuolle and Samu Peura
Bank of Finland, Research Unit and Sampo Bank
Downloads 222 (140,896)
Citation 4

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bank capital, credit rating, value-at-risk, economic capital

7.

Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-Value Ratios

European Financial Management, Vol. 9, pp. 299-314, September 2003
Number of pages: 16 Posted: 12 Jul 2003
Esa Jokivuolle and Samu Peura
Bank of Finland, Research Unit and Sampo Bank
Downloads 23 (516,398)
Citation 2
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