Access Statistics for Zoltan Varsanyi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple model of decision making: How to avoid large outliers? 2 2 14 39 5 9 48 79
Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time 0 1 11 23 2 7 29 47
Pillar I treatment of concentrations in the banking book – a multifactor approach 2 4 12 35 8 14 65 196
Rating philosophies: some clarifications 0 1 10 49 1 6 29 122
Reconsidering the logit: the risk of individual names 0 0 2 20 5 8 17 63
The Basel II IRB approach revisited: do we use the correct model? 1 6 55 167 17 55 221 477
When risk weights increase the risk: some concerns for capital regulation 0 4 17 17 1 7 29 29
Total Working Papers 5 18 121 350 39 106 438 1,013


Statistics updated 2009-11-04