Kupiec, Paul H. : rechercher sur Z-Library

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1

Techniques for Verifying the Accuracy of Risk Measurement Models

Journal:

The Journal of Derivatives

Année:

1995

Langue:

english

Fichier:

PDF, 1.65 MB

english, 1995

2

Stress Testing in a Value at Risk Framework

Journal:

The Journal of Derivatives

Année:

1998

Langue:

english

Fichier:

PDF, 2.34 MB

english, 1998

3

What Exactly Does Credit VaR Measure?

Journal:

The Journal of Derivatives

Année:

2002

Langue:

english

Fichier:

PDF, 594 KB

english, 2002

4

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

Kupiec, Paul H.

Journal:

Journal of Financial Stability

Année:

2016

Langue:

english

Fichier:

PDF, 533 KB

english, 2016

5

A Generalized Single Common Factor Model of Portfolio Credit Risk

Journal:

The Journal of Derivatives

Année:

2008

Langue:

english

Fichier:

PDF, 849 KB

english, 2008

6

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

Journal:

The Journal of Derivatives

Année:

2004

Langue:

english

Fichier:

PDF, 314 KB

english, 2004

7

Risk Capital and VaR

Journal:

The Journal of Derivatives

Année:

1999

Langue:

english

Fichier:

PDF, 138 KB

english, 1999

8

Policy uncertainty and bank stress testing

Kupiec, Paul H.

Journal:

Journal of Financial Stability

Année:

2020

Fichier:

PDF, 545 KB

2020

9

Futures margins and stock price volatility: Is there any link?

Journal:

Journal of Futures Markets

Année:

1993

Langue:

english

Fichier:

PDF, 804 KB

english, 1993

10

Can the “Single Point of Entry” strategy be used to recapitalize a systemically important failing bank?

Kupiec, Paul, Wallison, Peter

Journal:

Journal of Financial Stability

Année:

2015

Langue:

english

Fichier:

PDF, 608 KB

english, 2015

11

Animal Spirits, Margin Requirements, and Stock Price Volatility

Paul H. Kupiec and Steven A. Sharpe

Journal:

The Journal of Finance

Année:

1991

Langue:

english

Fichier:

PDF, 416 KB

english, 1991

12

Testing for Systemic Risk Using Stock Returns

Kupiec, Paul, Güntay, Levent

Journal:

Journal of Financial Services Research

Année:

2016

Langue:

english

Fichier:

PDF, 961 KB

english, 2016

13

On the accuracy of alternative approaches for calibrating bank stress test models

Kupiec, Paul H.

Journal:

Journal of Financial Stability

Année:

2018

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2018

14

Regulatory competition and the efficiency of alternative derivative product margining systems

Kupiec, Paul H., White, A. Patricia

Journal:

Journal of Futures Markets

Année:

1996

Langue:

english

Fichier:

PDF, 1.47 MB

english, 1996

15

Prudential margin policy in a futures-style settlement system

George W. Fenn, Paul Kupiec

Journal:

Journal of Futures Markets

Année:

1993

Langue:

english

Fichier:

PDF, 1.12 MB

english, 1993

16

The performance of S&P 500 futures product margins under the SPAN margining system

Journal:

Journal of Futures Markets

Année:

1994

Langue:

english

Fichier:

PDF, 1.18 MB

english, 1994

17

Capital Allocation for Portfolio Credit Risk

Journal:

Journal of Financial Services Research

Année:

2007

Langue:

english

Fichier:

PDF, 410 KB

english, 2007

18

Animal Spirits, Margin Requirements, and Stock Price Volatility

KUPIEC, PAUL H., SHARPE, STEVEN A.

Journal:

The Journal of Finance

Année:

1991

Langue:

english

Fichier:

PDF, 914 KB

english, 1991

19

Special Issue on Corporate Governance and Corporate Social Responsibility || Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy

Paul Kupiec and David Nickerson

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Année:

2005

Langue:

english

Fichier:

PDF, 1.98 MB

english, 2005

20

Estimating Credit Risk Capital: What's the Use?

Journal:

The Journal of Risk Finance

Année:

2001

Langue:

english

Fichier:

PDF, 788 KB

english, 2001

21

Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy

Kupiec, Paul, Nickerson, David

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Année:

2005

Langue:

english

Fichier:

PDF, 192 KB

english, 2005

22

Does bank supervision impact bank loan growth?

Kupiec, Paul, Lee, Yan, Rosenfeld, Claire

Journal:

Journal of Financial Stability

Année:

2017

Langue:

english

Fichier:

PDF, 911 KB

english, 2017

23

Is Dodd Frank Orderly Liquidation Authority Necessary to Fix Too-Big-to-Fail?

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 728 KB

english, 2015

24

Noise traders, excess volatility, and a securities transactions tax

Journal:

Journal of Financial Services Research

Année:

1996

Langue:

english

Fichier:

PDF, 799 KB

english, 1996

25

Initial margin requirements and stock returns volatility: Another look

Journal:

Journal of Financial Services Research

Année:

1989

Langue:

english

Fichier:

PDF, 879 KB

english, 1989

26

A survey of exchange-traded basket instruments

Journal:

Journal of Financial Services Research

Année:

1990

Langue:

english

Fichier:

PDF, 1.05 MB

english, 1990

27

Financial stability and Basel II

Journal:

Annals of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 308 KB

english, 2007

28

Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?

Journal:

Journal of Financial Services Research

Année:

1998

Langue:

english

Fichier:

PDF, 120 KB

english, 1998

29

Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation

Paul Kupiec, David Nickerson

Journal:

The Journal of Real Estate Finance and Economics

Année:

2004

Langue:

english

Fichier:

PDF, 125 KB

english, 2004

30

Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference

Kupiec, Paul, Unal, Haluk

Journal:

Journal of Financial Services Research

Année:

2012

Langue:

english

Fichier:

PDF, 83 KB

english, 2012

31

A SECURITIES TRANSACTIONS TAX AND CAPITAL MARKET EFFICIENCY

Journal:

Contemporary Economic Policy

Année:

1995

Langue:

english

Fichier:

PDF, 704 KB

english, 1995

32

SPIE Proceedings [SPIE SPIE Defense, Security, and Sensing - Baltimore, Maryland, USA (Monday 23 April 2012)] Acquisition, Tracking, Pointing, and Laser Systems Technologies XXVI - Autonomous intelligent modular surveillance system (AIM2S)

Markov, Vladimir, Thompson, William E., McManamon, Paul F., Khizhnyak, Anatoliy, Chavez, Joseph, Kupiec, Stephen, Erwin, Daniel A., Liu, Shiang

Année:

2012

Langue:

english

Fichier:

PDF, 655 KB

english, 2012

33

Bank failures and the cost of systemic risk: Evidence from 1900 to 1930

Kupiec, Paul H., Ramirez, Carlos D.

Journal:

Journal of Financial Intermediation

Année:

2013

Langue:

english

Fichier:

PDF, 1.18 MB

english, 2013

34

SPIE Proceedings [SPIE AeroSense 2002 - Orlando, FL (Monday 1 April 2002)] Technologies for Synthetic Environments: Hardware-in-the-Loop Testing VII - HWIL LIDAR imaging sensor, 3D synthetic and natural environment, and temporal ATR

Jannson, Tomasz P., Shnitser, Paul I., Kostrzewski, Andrew A., Agurok, Il'ya P., Wang, Wayne, Goldsmith, Alfred, Kurtz, Russell M., Kupiec, Stephen A., Savant, Gajendra D., Jannson, Joanna L., Murrer,

Année:

2002

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2002

35

A five-way crossover study to evaluate the single-dose effects of a novel 5-HT6 receptor antagonist, PF-07212377 (SAM-760), on reversing psychomotor and cognitive deficits induced by scopolamine

Bell, Joanne M., Comery, Thomas A., Lockwood, Peter, Huang, Yifan, Vandal, Grace, Maruff, Paul, Kupiec, James

Journal:

Alzheimer's & Dementia

Année:

2012

Langue:

english

Fichier:

PDF, 32 KB

english, 2012

36

Editor’s Introduction to Special Issue on “Banks – How Big is Big Enough?”

Journal:

Journal of Financial Intermediation

Année:

2013

Langue:

english

Fichier:

PDF, 126 KB

english, 2013

37

Book Reviews

Cook, Robert, Campbell, Duncan Andrew, Lewis, Charlene Boyer, Ponce, Pearl T., Turley, David, Sherman, Matthew C., Cayton, Mary Kupiec, Escott, Paul D., Phipps, Sheila R., Lasser, Carol, Fountain, Ste

Journal:

American Nineteenth Century History

Année:

2009

Langue:

english

Fichier:

PDF, 128 KB

english, 2009

38

Handbook of Financial Intermediation and Banking || Basel II: A Case for Recalibration

Kupiec, Paul H.

Année:

2008

Langue:

english

Fichier:

PDF, 217 KB

english, 2008

39

On the Origin and Interpretation of OAS

Kupiec, Paul H, Kah, Adama

Journal:

The Journal of Fixed Income

Année:

1999

Langue:

english

Fichier:

PDF, 191 KB

english, 1999

40

SPIE Proceedings [SPIE AeroSense 2002 - Orlando, FL (Monday 1 April 2002)] Unmanned Ground Vehicle Technology IV - Haptic-feedback-based robotic teleparamedics

Zeltser, Gregory, Forrester, Thomas, Shnitser, Paul I., Goldsmith, Alfred, Kostrzewski, Andrew A., Kupiec, Stephen A., Jannson, Joanna L., Jannson, Tomasz P., Gerhart, Grant R., Shoemaker, Chuck M., G

Année:

2002

Langue:

english

Fichier:

PDF, 642 KB

english, 2002

41

Interleukin-22

Chestovich, Paul J., Uchida, Yoichiro, Chang, William, Ajalat, Mark, Lassman, Charles, Sabat, Robert, Busuttil, Ronald W., Kupiec-Weglinski, Jerzy W.

Journal:

Transplantation Journal

Année:

2012

Langue:

english

Fichier:

PDF, 1.63 MB

english, 2012

42

How Well Does the Vasicek-Basel Airb Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

2009

Langue:

english

Fichier:

PDF, 329 KB

english, 2009

43

Testing for Systemic Risk Using Stock Returns

Kupiec, Paul H., Guntay, Levent

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 1.12 MB

english, 2015

44

Financial Stability and Basel II

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

2006

Langue:

english

Fichier:

PDF, 157 KB

english, 2006

45

Bank Failures and the Cost of Systemic Risk: Evidence from 1900-1930

Kupiec, Paul H., Ramirez, Carlos D.

Journal:

SSRN Electronic Journal

Année:

2009

Langue:

english

Fichier:

PDF, 538 KB

english, 2009

46

Does Bank Supervision Impact Bank Loan Growth?

Kupiec, Paul, Lee, Yan Y., Rosenfeld, Claire M.

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 738 KB

english, 2015

47

Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

1997

Langue:

english

Fichier:

PDF, 261 KB

english, 1997

48

Fixing Prompt Corrective Action

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

2016

Langue:

english

Fichier:

PDF, 787 KB

english, 2016

49

Fixing Prompt Corrective Action

Kupiec, Paul H.

Journal:

SSRN Electronic Journal

Année:

2016

Fichier:

PDF, 787 KB

2016