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Models, methods, and applications of econometrics : essays in honor of A. R. Bergstrom. by
Edition: Edited by Peter C. B. Phillips.
Material type: Text Text; Audience: Specialized;
Language: English
Publication details: Cambridge ; Oxford : Blackwell, 1993
Availability: Items available for loan: Biblioteca Principal (1)Call number: 330.015195 M63.

The new basel capital accord: the devil is in the (calibration) details / Paul H. Kupiec. by Series: FMI. Documentos ; 9695 | FMI. Documentos. IEC ; v. 103/6
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: Washington : International Monetary Fund, 2001
In: FMI 103 FMI. Documentos. IEC ; v. 103/6.
Availability: FMI. Documentos. IEC ; v. 103/6. (1)

Calibrating your intuition: capital allocation for market and credit risk / Paul Kupiec. by Series: FMI. Documentos ; 10311 | FMI. Documentos. IEC ; v. 112/10
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: Washington : International Monetary Fund, 2002
In: FMI 112 FMI. Documentos. IEC ; v. 112/10.
Availability: FMI. Documentos. IEC ; v. 112/10. (1)

Internal models-based capital regulation and bank risk-taking incentives / Paul Kupiec. by Series: FMI. Documentos ; 10447 | FMI. Documentos. IEC ; v. 114/8
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: Washington : International Monetary Fund, 2002
In: FMI 114 FMI. Documentos. IEC ; v. 114/8.
Availability: FMI. Documentos. IEC ; v. 114/8. (1)

Estimating economic capital allocations for market and credit risk / Paul Kupiec. by
Material type: Article Article
Language: English In: The Journal of Risk Vol. 6, No. 4 (Summer 2004). , p. 11-29.
Availability: Vol. 6, No. 4 (Summer 2004). , p. 11-29. (1)

Using a mandatory subordinated debt issuance requirements to set regulatory capital for bank credit risks / Paul Kupiec. by
Material type: Article Article
Language: English In: Capital adequacy beyond Basel Ed. by Hal S. Scott (Oxford: Oxford University Press, 2005). , p. 146-170.
Availability: (Oxford: Oxford University Press, 2005). , p. 146-170. (1)

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