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Kupiec, H. Paul:

2002

Title: Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk

Author: Kupiec, H. Paul

Series: Working Paper No. 02/157

Date: September 1, 2002

Subject: Investment

Title: Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives

Author: Kupiec, H. Paul

Series: Working Paper No. 02/125

Date: July 1, 2002

Subject: Credit risk

2001

Title: The New Basel Capital Accord : The Devil Is in the (Calibration) Details

Author: Kupiec, H. Paul

Series: Working Paper No. 01/113

Date: August 1, 2001