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Estimating recovery discount rates : a methodological note - EconBiz
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Paul Kupiec. Year of publication: Authors: Kupiec, Paul: Published in: Journal of risk management in financial institutions. - London : Henry Stewart Publ ...
Animal spirits, margin requirements, and stock price volatility /...
catalogue.nla.gov.au
Available in the National Library of Australia collection. Author: Kupiec, Paul H; Format: Book; 39 p. ; 28 cm.
Paul Kupiec | Author | RealClearMarkets
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Paul Kupiec. Paul Kupiec is a resident scholar at the American Enterprise Institute where he studies banking and financial sector regulation.
Capital Adequacy Beyond Basel: Banking, Securities, and Insurance -...
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This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the...
Derivatives Handbook: Risk Management and Control - Google Books
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While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated...
Financial Crisis of in Fixed Income Markets - Gerald P. Dwyer -...
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Explores how a relatively small amount of heterogeneous securities created turmoil in financial markets in much of the world in and The drivers of...
Stress testing in a value at risk framework - EconBiz
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Paul Kupiec. Year of publication: Authors: Kupiec, Paul H. Published in: Risk management : value at risk and beyond. - Cambridge [u.a.] : Univ. Press, ISBN ...
Noise traders, excess volatility, and a securities transactions tax /...
catalogue.nla.gov.au
Available in the National Library of Australia collection. Author: Kupiec, Paul H; Format: Book; 19 p. : ill. ; 30 cm.
Paul Kupiec | Author | RealClearPolicy
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Paul Kupiec. RSS · Share. Recent Articles. Archives: |. The Volcker Rule Won't Reduce Risk - December 19, After three years of regulatory wrangling ...
Internal Models, Subordinated Debt, and Regulatory Capital...
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Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue...
OECD Wirschaftsausblick, Ausgabe OECD - Google Books
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Financial liberalisation and international trends in stock, corporate bond and foreign exchange market volatilities (February 1991) Paul Kupiec Financial ...
OECD Wirtschaftsausblick, Ausgabe OECD - Google Books
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Der OECD-Wirtschaftsausblick analysiert zweimal jährlich aktuelle wirtschaftliche Trends im OECD-Raum und darüber hinaus. Schwerpunkt dieser Ausgabe ist die...
Techniques for verifying the accuracy of risk measurement models -...
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Techniques for verifying the accuracy of risk measurement models . Paul H. Kupiec. Year of Publication: ... Kupiec, Paul H. Published in: The journal of derivatives : ...
Internal Models-Based Capital Regulation and Bank Risk-Taking...
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Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital...
The New Basel Capital Accord: The Devil is in the (Calibration)...
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The Devil Is in the (Calibration) Details Paul H. Kupiec. © International Monetary Fund WP IMF Working Paper Monetary and Exchange Affairs ...
Calibrating Your Intuition: Capital Allocation for Market and Credit...
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... Capital Allocation for Market and Credit Risk Prepared by Paul Kupiec Authorized for distribution by David Marston June Abstract The views expressed ...
What exactly does credit VaR measure? - EconBiz
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You are here: Home > What exactly does credit VaR m... > Description. Cover Image. What exactly does credit VaR measure? Paul Kupiec. Year of Publication ...
The Risks of Financial Institutions - Google Books
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Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic...
IMF Staff papers: Volume International Monetary Fund. Research...
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3'r'—61. (1988b), “Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation,“ Journal of Finance, Vol. 43 (July), pp White, A. Pat, Paul Kupiec, ...
Financial Liberalisation and International Trends in Stock, Corporate...
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This paper is one of four in this Working Paper series, focusing on financial liberalisation, along with those by Miller and Weller, Driscoll, and...
Risk Management: The State of the Art - Google Books
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Very often, we associate the dawn of modern financial theory with Harry Markowitz who in the 1950s introduced the formal mathematics of probability theory to...
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