Paul H. Kupiec
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Paul |
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H. |
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Kupiec |
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American Enterprise Institute
Research profile
author of:
- Policy uncertainty, financial stability, and stress testing (RePEc:aei:rpaper:1013461)
by Paul H. Kupiec - Policy uncertainty and bank stress testing (RePEc:aei:rpaper:1022739)
by Paul H. Kupiec - Can the 'single point of entry' strategy be used to recapitalize a failing bank? (RePEc:aei:rpaper:819414)
by Peter J. Wallison & Paul H. Kupiec - Testing for systemic risk using stock returns (RePEc:aei:rpaper:828488)
by Paul H. Kupiec - Portfolio diversification in concentrated bond and loan portfolios (RePEc:aei:rpaper:837343)
by Paul H. Kupiec - Capital for concentrated credit portfolios (RePEc:aei:rpaper:841153)
by Paul H. Kupiec - Will TLAC regulations fix the G-SIB too-big-to-fail problem? (RePEc:aei:rpaper:850026)
by Paul H. Kupiec - Capital for concentrated credit portfolios (RePEc:aei:rpaper:850056)
by Paul H. Kupiec - Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail? (RePEc:aei:rpaper:862164)
by Paul H. Kupiec - Fixing prompt corrective action (RePEc:aei:rpaper:872682)
by Paul H. Kupiec - Inside the black box: The accuracy of alternative stress test models (RePEc:aei:rpaper:923556)
by Paul H. Kupiec - The leverage ratio is not the problem (RePEc:aei:rpaper:954352)
by Paul H. Kupiec - On the accuracy of alternative approaches for calibrating bank stress test models (RePEc:aei:rpaper:980152)
by Paul H. Kupiec - Estimating recovery discount rates: A methodological note (RePEc:aza:rmfi00:y:2007:v:1:i:1:p:17-24)
by Kupiec, Paul - Capital for concentrated credit portfolios (RePEc:aza:rmfi00:y:2015:v:8:i:4:p:314-322)
by Kupiec, Paul - Fixing prompt corrective action (RePEc:aza:rmfi00:y:2016:v:9:i:3:p:207-223)
by Kupiec, Paul - A regulatory stress test to-do list: Transparency and accuracy (RePEc:aza:rmfi00:y:2018:v:11:i:2:p:132-147)
by Kupiec, Paul H. - Stress testing and the representative bank model (RePEc:aza:rmfi00:y:2019:v:12:i:4:p:342-373)
by Kupiec, Paul H. - Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks? (RePEc:aza:rmfi00:y:2021:v:14:i:2:p:148-160)
by Kupiec, Paul H. - A Securities Transactions Tax And Capital Market Efficiency (RePEc:bla:coecpo:v:13:y:1995:i:1:p:101-112)
by Paul H. Kupiec - American Enterprise Institute Roundtable: Government Policies Reshape the Banking System (RePEc:bla:jacrfn:v:33:y:2021:i:4:p:52-69)
by Paul H. Kupiec & Richard Sylla & Alex J. Pollock & Charles W. Calomiris & Bert Ely - American Enterprise Institute roundtable on addressing the underlying causes of the banking crisis of 2023: Panelists: Charles Calomiris, Henry Kaufman Professor of Financial Institutions, Columbia Un (RePEc:bla:jacrfn:v:35:y:2023:i:3:p:18-36)
by Paul Kupiec - Depositor discipline and the banking panic of 2023 (RePEc:bla:jacrfn:v:35:y:2023:i:3:p:4-6)
by Paul Kupiec - Depositor discipline and the banking panic of 2023 (RePEc:bla:jacrfn:v:35:y:2023:i:3:p:7-17)
by Paul Kupiec - Systemic risk and unrealized losses in the banking system (RePEc:bla:jacrfn:v:36:y:2024:i:1:p:45-54)
by Paul Kupiec - Animal Spirits, Margin Requirements, and Stock Price Volatility (RePEc:bla:jfinan:v:46:y:1991:i:2:p:717-31)
by Kupiec, Paul H & Sharpe, Steven A - Can the “Single Point of Entry” strategy be used to recapitalize a systemically important failing bank? (RePEc:eee:finsta:v:20:y:2015:i:c:p:184-197)
by Kupiec, Paul & Wallison, Peter - Will TLAC regulations fix the G-SIB too-big-to-fail problem? (RePEc:eee:finsta:v:24:y:2016:i:c:p:158-169)
by Kupiec, Paul H. - Does bank supervision impact bank loan growth? (RePEc:eee:finsta:v:28:y:2017:i:c:p:29-48)
by Kupiec, Paul & Lee, Yan & Rosenfeld, Claire - On the accuracy of alternative approaches for calibrating bank stress test models (RePEc:eee:finsta:v:38:y:2018:i:c:p:132-146)
by Kupiec, Paul H. - Policy uncertainty and bank stress testing (RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300607)
by Kupiec, Paul H. - Bank failures and the cost of systemic risk: Evidence from 1900 to 1930 (RePEc:eee:jfinin:v:22:y:2013:i:3:p:285-307)
by Kupiec, Paul H. & Ramirez, Carlos D. - Estimating Credit Risk Capital: What's the Use? (RePEc:eme:jrfpps:eb043465)
by Paul Kupiec - Should the US Issue a Central Bank Digital Currency? (RePEc:fip:a00068:96683)
by Paul H. Kupiec - Futures margins and stock price volatility: is there any link? (RePEc:fip:fedgfe:104)
by Paul H. Kupiec - A primer on program trading and stock price volatility: a survey of the issues and the evidence (RePEc:fip:fedgfe:109)
by Gregory R. Duffee & Paul H. Kupiec & Patricia A. White - Animal spirits, margin requirements, and stock price volatility (RePEc:fip:fedgfe:127)
by Paul H. Kupiec & Steven A. Sharpe - Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities (RePEc:fip:fedgfe:131)
by Paul H. Kupiec - A securities transactions tax: beyond the rhetoric, what can we really say? (RePEc:fip:fedgfe:133)
by Gregory R. Duffee & Paul H. Kupiec & Patricia A. White - Prudential margin policy in a futures-style settlement system (RePEc:fip:fedgfe:164)
by George W. Fenn & Paul H. Kupiec - Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform (RePEc:fip:fedgfe:165)
by Paul H. Kupiec - Noise traders, excess volatility, and securities transaction tax (RePEc:fip:fedgfe:166)
by Paul H. Kupiec - Dividend-price ratios and expected inflation: is there more to the story than the proxy effect? (RePEc:fip:fedgfe:196)
by Paul H. Kupiec - The pre-commitment approach: using incentives to set market risk capital requirements (RePEc:fip:fedgfe:1997-14)
by Paul H. Kupiec & James M. O'Brien - Margin requirements, volatility, and market integrity: what have we learned since the crash? (RePEc:fip:fedgfe:1997-22)
by Paul H. Kupiec - Deposit insurance, bank incentives, and the design of regulatory policy (RePEc:fip:fedgfe:1998-10)
by Paul H. Kupiec & James M. O'Brien - On the ramifications of a securities transaction tax for the function and efficiency of capital markets (RePEc:fip:fedgfe:212)
by Paul H. Kupiec - Initial margin requirements and stock returns volatility: another look (RePEc:fip:fedgfe:53)
by Paul H. Kupiec - A survey of exchange-traded basket instruments (RePEc:fip:fedgfe:62)
by Paul H. Kupiec - Microeconomic sources of beta risk instability (RePEc:fip:fedgfe:69)
by Paul H. Kupiec - Animal spirits, margin requirements, and stock price volatility (RePEc:fip:fedgfe:91)
by Paul H. Kupiec & Steven A. Sharpe - On the efficacy of a portfolio approach to margin setting in a futures- style settlement system (RePEc:fip:fedgfe:93-19)
by Paul H. Kupiec - The performance of S&P500 futures product margins under the span margining system (RePEc:fip:fedgfe:93-27)
by Paul H. Kupiec - Futures margins and stock price volatility: is there any link? (RePEc:fip:fedgfe:95)
by Paul H. Kupiec - The use of bank trading risk models for regulatory capital purposes (RePEc:fip:fedgfe:95-11)
by Paul H. Kupiec & James M. O'Brien - Techniques for verifying the accuracy of risk measurement models (RePEc:fip:fedgfe:95-24)
by Paul H. Kupiec - Noise traders, excess volatility, and a securities transactions tax (RePEc:fip:fedgfe:95-26)
by Paul H. Kupiec - A pre-commitment approach to capital requirements for market risk (RePEc:fip:fedgfe:95-36)
by Paul H. Kupiec & James M. O'Brien - Recent developments in bank capital regulation of market risks (RePEc:fip:fedgfe:95-51)
by Paul H. Kupiec & James M. O'Brien - Regulatory competition and the efficiency of alternative derivative product margining systems (RePEc:fip:fedgfe:96-11)
by Paul H. Kupiec & Patricia A. White - A pre-commitment approach to capital requirements for market risk (RePEc:fip:fedhpr:475)
by Paul H. Kupiec & James M. O'Brien - Deposit insurance, bank incentives, and the design of regulatory policy (RePEc:fip:fednep:y:1998:i:oct:p:201-211:n:v.4no.3)
by Paul H. Kupiec & James M. O'Brien - Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? (RePEc:fmg:fmgsps:sp97)
by Paul H. Kupiec - The New Basel Capital Accord: The Devil Is in the (Calibration) Details (RePEc:imf:imfwpa:2001/113)
by Mr. Paul H. Kupiec - Calibrating Your Intuition: Capital Allocation for Market and Credit Risk (RePEc:imf:imfwpa:2002/099)
by Mr. Paul H. Kupiec - Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives (RePEc:imf:imfwpa:2002/125)
by Mr. Paul H. Kupiec - Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk (RePEc:imf:imfwpa:2002/157)
by Mr. Paul H. Kupiec - Financial stability and Basel II (RePEc:kap:annfin:v:3:y:2007:i:1:p:107-130)
by Paul Kupiec - Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? (RePEc:kap:jfsres:v:13:y:1998:i:3:p:231-255)
by Paul Kupiec - Capital Allocation for Portfolio Credit Risk (RePEc:kap:jfsres:v:32:y:2007:i:1:p:103-122)
by Paul Kupiec - Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference (RePEc:kap:jfsres:v:42:y:2012:i:1:p:1-3)
by Paul Kupiec & Haluk Unal - Testing for Systemic Risk Using Stock Returns (RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-016-0254-1)
by Paul Kupiec & Levent Güntay - Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation (RePEc:kap:jrefec:v:28:y:2004:i:2_3:p:123-145)
by Paul Kupiec & David Nickerson - Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities (RePEc:oec:ecoaaa:94-en)
by Paul Kupiec - Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy (RePEc:pal:gpprii:v:30:y:2005:i:3:p:498-521)
by Paul Kupiec & David Nickerson - Prudential margin policy in a futures‐style settlement system (RePEc:wly:jfutmk:v:13:y:1993:i:4:p:389-408)
by George W. Fenn & Paul Kupiec - Futures margins and stock price volatility: Is there any link? (RePEc:wly:jfutmk:v:13:y:1993:i:6:p:677-691)
by Paul H. Kupiec - The performance of S&P 500 futures product margins under the SPAN margining system (RePEc:wly:jfutmk:v:14:y:1994:i:7:p:789-811)
by Paul H. Kupiec - Regulatory competition and the efficiency of alternative derivative product margining systems (RePEc:wly:jfutmk:v:16:y:1996:i:8:p:943-968)
by Paul H. Kupiec & A. Patricia White - The IMF–World Bank Financial Sector Assessment Program: A View from the Inside (RePEc:wsi:wschap:9789812569479_0006)
by Paul Kupiec