Access Statistics for Paul H. Kupiec

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 pre-commitment approach to capital requirements for market risk 0 0 0 0 1 2 5 561
A pre-commitment approach to capital requirements for market risk 0 0 0 0 0 0 2 89
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 0 0 2 774
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 0 0 1 290
A survey of exchange-traded basket instruments 0 0 0 0 0 1 1 233
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 1 1 3 368
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 1 1 4 496
Calibrating Your Intuition: Capital Allocation for Market and Credit Risk 0 0 0 118 0 0 0 249
Can the 'single point of entry' strategy be used to recapitalize a failing bank? 0 0 0 24 1 1 1 125
Capital for concentrated credit portfolios 0 0 1 8 0 0 3 41
Capital for concentrated credit portfolios 0 0 1 20 0 0 2 67
Deposit insurance, bank incentives, and the design of regulatory policy 0 0 0 275 1 1 1 815
Dividend-price ratios and expected inflation: is there more to the story than the proxy effect? 0 0 0 0 0 0 0 198
Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities 0 0 0 131 0 0 0 535
Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities 0 0 0 0 0 0 2 503
Fixing prompt corrective action 0 0 1 16 0 0 4 95
Futures margins and stock price volatility: is there any link? 0 0 0 0 0 0 0 322
Futures margins and stock price volatility: is there any link? 0 0 0 0 0 0 0 165
Initial margin requirements and stock returns volatility: another look 0 0 0 0 1 1 1 691
Inside the black box: The accuracy of alternative stress test models 0 0 0 45 0 0 1 114
Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk 0 0 1 86 0 0 1 201
Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives 0 0 2 272 0 0 2 599
Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail? 0 0 0 15 0 1 2 81
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? 0 0 1 135 0 1 5 588
Margin requirements, volatility, and market integrity: what have we learned since the crash? 0 0 0 210 0 0 1 1,049
Microeconomic sources of beta risk instability 0 0 0 0 0 0 0 731
Noise traders, excess volatility, and a securities transactions tax 0 0 0 0 0 2 3 291
Noise traders, excess volatility, and securities transaction tax 0 0 0 0 0 0 3 462
On the accuracy of alternative approaches for calibrating bank stress test models 0 0 0 17 0 0 2 50
On the efficacy of a portfolio approach to margin setting in a futures- style settlement system 0 0 0 0 0 0 0 127
On the ramifications of a securities transaction tax for the function and efficiency of capital markets 0 0 0 0 0 2 3 223
Policy uncertainty and bank stress testing 0 2 2 26 0 2 8 69
Policy uncertainty, financial stability, and stress testing 0 0 0 15 0 1 6 56
Portfolio diversification in concentrated bond and loan portfolios 0 0 3 32 1 2 6 93
Prudential margin policy in a futures-style settlement system 0 0 0 0 0 0 1 565
Recent developments in bank capital regulation of market risks 0 0 0 0 0 2 4 569
Regulatory competition and the efficiency of alternative derivative product margining systems 0 0 0 276 0 0 0 1,244
Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform 0 0 0 0 0 0 3 422
Techniques for verifying the accuracy of risk measurement models 0 0 0 13 18 65 232 10,508
Testing for systemic risk using stock returns 0 2 3 89 0 2 7 166
The New Basel Capital Accord: The Devil Is in the (Calibration) Details 0 0 1 262 0 0 2 321
The leverage ratio is not the problem 0 0 0 9 0 0 3 68
The performance of S&P500 futures product margins under the span margining system 0 0 0 0 1 1 4 693
The pre-commitment approach: using incentives to set market risk capital requirements 0 1 2 378 1 3 5 1,384
The use of bank trading risk models for regulatory capital purposes 0 0 0 0 1 1 3 302
Will TLAC regulations fix the G-SIB too-big-to-fail problem? 0 0 0 25 0 0 0 134
Total Working Papers 0 5 18 2,498 28 93 339 27,727


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SECURITIES TRANSACTIONS TAX AND CAPITAL MARKET EFFICIENCY 0 0 2 106 0 2 5 209
A regulatory stress test to-do list: Transparency and accuracy 0 0 1 2 0 1 5 9
American Enterprise Institute Roundtable: Government Policies Reshape the Banking System 0 0 0 4 0 0 2 12
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 University; Andrew Levin, Professor, Dartmouth College; Bill Nelson, Chief Economist, Bank Policy Institute; Alex J. Pollock, Senior Fellow, Mises Institute; Moderator: Paul Kupiec, Senior Fellow, American Enterprise Institute 0 0 0 2 0 1 4 6
Animal Spirits, Margin Requirements, and Stock Price Volatility 1 1 2 94 2 2 7 267
Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation 1 1 1 162 1 2 5 449
Bank failures and the cost of systemic risk: Evidence from 1900 to 1930 1 1 2 82 2 2 7 360
Can the “Single Point of Entry” strategy be used to recapitalize a systemically important failing bank? 0 0 0 36 0 0 1 127
Capital Allocation for Portfolio Credit Risk 0 1 1 56 0 1 2 143
Capital for concentrated credit portfolios 0 0 0 0 1 1 3 3
Deposit insurance, bank incentives, and the design of regulatory policy 0 0 0 120 0 0 1 369
Depositor discipline and the banking panic of 2023 0 0 0 1 5 5 79 814
Depositor discipline and the banking panic of 2023 0 0 0 1 0 0 0 3
Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks? 0 0 0 0 0 0 2 3
Does bank supervision impact bank loan growth? 0 0 2 38 0 0 4 139
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 0 0 0 64
Estimating Credit Risk Capital: What's the Use? 0 0 0 1 0 0 1 2
Estimating recovery discount rates: A methodological note 0 0 0 1 0 1 3 8
Financial stability and Basel II 0 0 1 96 0 0 2 200
Fixing prompt corrective action 1 1 1 1 1 1 5 5
Futures margins and stock price volatility: Is there any link? 0 0 0 1 0 0 0 12
Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy 1 1 1 77 1 6 8 313
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? 0 0 0 46 0 0 1 180
On the accuracy of alternative approaches for calibrating bank stress test models 0 0 0 10 1 1 6 50
Policy uncertainty and bank stress testing 0 0 3 10 1 1 6 46
Prudential margin policy in a futures‐style settlement system 0 0 1 2 1 3 5 28
Regulatory competition and the efficiency of alternative derivative product margining systems 0 0 0 2 1 2 4 15
Should the US Issue a Central Bank Digital Currency? 0 0 1 1 0 0 2 5
Stress testing and the representative bank model 0 0 1 3 0 0 1 3
Systemic risk and unrealized losses in the banking system 0 1 7 8 0 1 10 13
Testing for Systemic Risk Using Stock Returns 0 0 1 13 0 0 3 88
The performance of S&P 500 futures product margins under the SPAN margining system 0 0 1 23 0 0 3 50
Will TLAC regulations fix the G-SIB too-big-to-fail problem? 0 0 0 30 1 1 3 104
Total Journal Articles 5 7 29 1,043 18 34 190 4,099


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The IMF–World Bank Financial Sector Assessment Program: A View from the Inside 0 0 0 11 0 0 1 27
Total Chapters 0 0 0 11 0 0 1 27


Statistics updated 2025-09-05