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Paul H. Kupiec:
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Capital markets Credit risk Market risk
2002
Title: Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk
Series: Working Paper No. 2002/157
Date: September 1, 2002
Subject: Banking Credit Credit risk Debt financing Deposit insurance Econometric analysis External debt Financial institutions Financial regulation and supervision Money Stocks Vector autoregression
Title: Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Series: Working Paper No. 2002/125
Date: July 1, 2002
Subject: Banking Bonds Credit risk Insurance Market risk
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Series: Working Paper No. 2002/099
Date: May 1, 2002
Subject: Credit Credit risk Debt financing Market risk Vector autoregression
2001
Title: The New Basel Capital Accord: The Devil Is in the (Calibration) Details
Series: Working Paper No. 2001/113
Date: August 1, 2001
Subject: Banking Bonds Credit Credit ratings Credit risk