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 0 1 3 89
A pre-commitment approach to capital requirements for market risk 0 0 0 0 0 1 4 559
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 1 1 1 233
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 0 0 3 367
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 0 0 4 495
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 0 0 0 124
Capital for concentrated credit portfolios 0 1 1 20 0 1 2 67
Capital for concentrated credit portfolios 0 0 1 8 0 0 3 41
Deposit insurance, bank incentives, and the design of regulatory policy 0 0 0 275 0 0 0 814
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 0 0 0 690
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 1 80
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? 0 0 2 135 0 0 5 587
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 1 1 2 290
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 1 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 1 2 2 222
Policy uncertainty and bank stress testing 0 0 0 24 0 0 6 67
Policy uncertainty, financial stability, and stress testing 0 0 0 15 0 0 7 55
Portfolio diversification in concentrated bond and loan portfolios 0 1 3 32 0 2 4 91
Prudential margin policy in a futures-style settlement system 0 0 0 0 0 0 2 565
Recent developments in bank capital regulation of market risks 0 0 0 0 1 1 3 568
Regulatory competition and the efficiency of alternative derivative product margining systems 0 0 0 276 0 0 1 1,244
Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform 0 0 0 0 0 1 3 422
Techniques for verifying the accuracy of risk measurement models 0 0 0 13 23 64 235 10,466
Testing for systemic risk using stock returns 0 0 1 87 0 1 5 164
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 0 0 6 692
The pre-commitment approach: using incentives to set market risk capital requirements 0 0 1 377 1 2 3 1,382
The use of bank trading risk models for regulatory capital purposes 0 0 0 0 0 1 2 301
Will TLAC regulations fix the G-SIB too-big-to-fail problem? 0 0 0 25 0 0 0 134
Total Working Papers 0 2 14 2,493 28 81 331 27,662


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 1 2 4 208
A regulatory stress test to-do list: Transparency and accuracy 0 0 1 2 0 0 4 8
American Enterprise Institute Roundtable: Government Policies Reshape the Banking System 0 0 1 4 0 2 3 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 1 1 4 6
Animal Spirits, Margin Requirements, and Stock Price Volatility 0 0 1 93 0 1 5 265
Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation 0 0 0 161 0 0 3 447
Bank failures and the cost of systemic risk: Evidence from 1900 to 1930 0 1 3 81 0 1 7 358
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 0 0 55 0 0 1 142
Capital for concentrated credit portfolios 0 0 0 0 0 0 2 2
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 0 4 287 809
Depositor discipline and the banking panic of 2023 0 0 0 1 0 0 1 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 1 1 0 1 2 2
Estimating recovery discount rates: A methodological note 0 0 0 1 0 0 4 7
Financial stability and Basel II 0 0 1 96 0 1 2 200
Fixing prompt corrective action 0 0 0 0 0 0 4 4
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 0 0 0 76 0 1 2 307
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? 0 0 0 46 0 1 1 180
On the accuracy of alternative approaches for calibrating bank stress test models 0 0 0 10 0 1 5 49
Policy uncertainty and bank stress testing 0 0 3 10 0 0 5 45
Prudential margin policy in a futures‐style settlement system 0 0 1 2 1 2 3 26
Regulatory competition and the efficiency of alternative derivative product margining systems 0 0 0 2 1 1 3 14
Should the US Issue a Central Bank Digital Currency? 0 1 1 1 0 1 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 1 4 8 8 1 4 12 13
Testing for Systemic Risk Using Stock Returns 0 0 1 13 0 1 4 88
The performance of S&P 500 futures product margins under the SPAN margining system 0 0 1 23 0 0 5 50
Will TLAC regulations fix the G-SIB too-big-to-fail problem? 0 0 0 30 0 0 2 103
Total Journal Articles 1 6 28 1,037 5 25 386 4,070


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 2025-07-04