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? 0 0 0 61 0 0 0 246
Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time 0 0 0 35 0 0 0 132
Pillar I treatment of concentrations in the banking book – a multifactor approach 0 0 0 49 0 0 0 350
Rating philosophies: some clarifications 0 1 3 90 0 1 5 240
Reconsidering the logit: the risk of individual names 0 0 0 35 0 0 0 129
The Basel II IRB approach revisited: do we use the correct model? 0 0 0 245 1 1 1 746
When risk weights increase the risk: some concerns for capital regulation 0 0 0 31 0 0 1 70
Total Working Papers 0 1 3 546 1 2 7 1,913


Statistics updated 2024-09-04