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Center for Financial Research Working Paper 4

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How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data

CITE Title : How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data Personal Author(s) : Paul H. Kupiec Corporate Authors(s) : Federal Deposit Insurance Corporation (FDIC) Published Date : 11/21/2009 Pages in Document : 63 Series : Center for Financial Research Working Paper URL : https://archive.fdic.gov/view/fdic/11989 Paul H. Kupiec (2009). How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data. Paul H. Kupiec "How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data" (2009) Paul H. Kupiec "How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data" , 2009 Export RIS Citation Information.

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Paul H. Kupiec

11/21/2009 | Center for Financial Research Working Paper

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A Generalized Single Common Factor Model of Portfolio Credit Risk

CITE Title : A Generalized Single Common Factor Model of Portfolio Credit Risk Personal Author(s) : Paul H. Kupiec Corporate Authors(s) : Federal Deposit Insurance Corporation (FDIC) Published Date : 06/12/2007 Pages in Document : 46 Series : Center for Financial Research Working Paper URL : https://archive.fdic.gov/view/fdic/12015 Paul H. Kupiec (2007). A Generalized Single Common Factor Model of Portfolio Credit Risk. Paul H. Kupiec "A Generalized Single Common Factor Model of Portfolio Credit Risk" (2007) Paul H. Kupiec "A Generalized Single Common Factor Model of Portfolio Credit Risk" , 2007 Export RIS Citation Information.

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Paul H. Kupiec

06/12/2007 | Center for Financial Research Working Paper

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Basel II: A Case for Recalibration

CITE Title : Basel II: A Case for Recalibration Personal Author(s) : Paul H. Kupiec Corporate Authors(s) : Federal Deposit Insurance Corporation (FDIC) Published Date : 10/08/2006 Pages in Document : 46 Series : Center for Financial Research Working Paper URL : https://archive.fdic.gov/view/fdic/12021 Paul H. Kupiec (2006). Basel II: A Case for Recalibration. Paul H. Kupiec "Basel II: A Case for Recalibration" (2006) Paul H. Kupiec "Basel II: A Case for Recalibration" , 2006 Export RIS Citation Information.

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Paul H. Kupiec

10/08/2006 | Center for Financial Research Working Paper

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Financial Stability and Basel II

CITE Title : Financial Stability and Basel II Personal Author(s) : Paul H. Kupiec Corporate Authors(s) : Federal Deposit Insurance Corporation (FDIC) Published Date : 09/12/2006 Pages in Document : 37 Series : Center for Financial Research Working Paper URL : https://archive.fdic.gov/view/fdic/12024 Paul H. Kupiec (2006). Financial Stability and Basel II. Paul H. Kupiec "Financial Stability and Basel II" (2006) Paul H. Kupiec "Financial Stability and Basel II" , 2006 Export RIS Citation Information.

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Paul H. Kupiec

09/12/2006 | Center for Financial Research Working Paper

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