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Paul H. Kupiec

Personal Details

First Name:Paul
Middle Name:H.
Last Name:Kupiec
Suffix:
RePEc Short-ID:pku379
[This author has chosen not to make the email address public]

Affiliation

American Enterprise Institute

Washington, District of Columbia (United States)
http://www.aei.org/
RePEc:edi:aeiiius (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Paul H. Kupiec, 2019. "Policy uncertainty and bank stress testing," AEI Economics Working Papers 1022739, American Enterprise Institute.
  2. Paul H. Kupiec, 2019. "Policy uncertainty, financial stability, and stress testing," AEI Economics Working Papers 1013461, American Enterprise Institute.
  3. Paul H. Kupiec, 2018. "Inside the black box: The accuracy of alternative stress test models," AEI Economics Working Papers 923556, American Enterprise Institute.
  4. Paul H. Kupiec, 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," AEI Economics Working Papers 980152, American Enterprise Institute.
  5. Paul H. Kupiec, 2017. "The leverage ratio is not the problem," AEI Economics Working Papers 954352, American Enterprise Institute.
  6. Paul H. Kupiec, 2016. "Fixing prompt corrective action," AEI Economics Working Papers 872682, American Enterprise Institute.
  7. Paul H. Kupiec, 2015. "Will TLAC regulations fix the G-SIB too-big-to-fail problem?," AEI Economics Working Papers 850026, American Enterprise Institute.
  8. Paul H. Kupiec, 2015. "Portfolio diversification in concentrated bond and loan portfolios," AEI Economics Working Papers 837343, American Enterprise Institute.
  9. Paul H. Kupiec, 2015. "Testing for systemic risk using stock returns," AEI Economics Working Papers 828488, American Enterprise Institute.
  10. Paul H. Kupiec, 2015. "Capital for concentrated credit portfolios," AEI Economics Working Papers 841153, American Enterprise Institute.
  11. Paul H. Kupiec, 2015. "Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail?," AEI Economics Working Papers 862164, American Enterprise Institute.
  12. Peter J. Wallison & Paul H. Kupiec, 2014. "Can the 'single point of entry' strategy be used to recapitalize a failing bank?," AEI Economics Working Papers 819414, American Enterprise Institute.
  13. Mr. Paul H. Kupiec, 2002. "Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives," IMF Working Papers 2002/125, International Monetary Fund.
  14. Mr. Paul H. Kupiec, 2002. "Calibrating Your Intuition: Capital Allocation for Market and Credit Risk," IMF Working Papers 2002/099, International Monetary Fund.
  15. Mr. Paul H. Kupiec, 2002. "Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk," IMF Working Papers 2002/157, International Monetary Fund.
  16. Mr. Paul H. Kupiec, 2001. "The New Basel Capital Accord: The Devil Is in the (Calibration) Details," IMF Working Papers 2001/113, International Monetary Fund.
  17. Paul H. Kupiec & James M. O'Brien, 1997. "Deposit insurance, bank incentives, and the design of regulatory policy," Finance and Economics Discussion Series 1998-10, Board of Governors of the Federal Reserve System (U.S.).
  18. Paul H. Kupiec, 1997. "Margin requirements, volatility, and market integrity: what have we learned since the crash?," Finance and Economics Discussion Series 1997-22, Board of Governors of the Federal Reserve System (U.S.).
  19. Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
  20. Paul H. Kupiec & Patricia A. White, 1996. "Regulatory competition and the efficiency of alternative derivative product margining systems," Finance and Economics Discussion Series 96-11, Board of Governors of the Federal Reserve System (U.S.).
  21. Paul H. Kupiec & James M. O'Brien, 1995. "Recent developments in bank capital regulation of market risks," Finance and Economics Discussion Series 95-51, Board of Governors of the Federal Reserve System (U.S.).
  22. Paul H. Kupiec & James M. O'Brien, 1995. "A pre-commitment approach to capital requirements for market risk," Finance and Economics Discussion Series 95-36, Board of Governors of the Federal Reserve System (U.S.).
  23. Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
  24. Paul H. Kupiec & James M. O'Brien, 1995. "The use of bank trading risk models for regulatory capital purposes," Finance and Economics Discussion Series 95-11, Board of Governors of the Federal Reserve System (U.S.).
  25. Paul H. Kupiec, 1993. "On the efficacy of a portfolio approach to margin setting in a futures- style settlement system," Finance and Economics Discussion Series 93-19, Board of Governors of the Federal Reserve System (U.S.).
  26. Paul H. Kupiec, 1993. "The performance of S&P500 futures product margins under the span margining system," Finance and Economics Discussion Series 93-27, Board of Governors of the Federal Reserve System (U.S.).
  27. Paul H. Kupiec, 1992. "On the ramifications of a securities transaction tax for the function and efficiency of capital markets," Finance and Economics Discussion Series 212, Board of Governors of the Federal Reserve System (U.S.).
  28. Paul H. Kupiec, 1992. "Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?," Finance and Economics Discussion Series 196, Board of Governors of the Federal Reserve System (U.S.).
  29. George W. Fenn & Paul H. Kupiec, 1991. "Prudential margin policy in a futures-style settlement system," Finance and Economics Discussion Series 164, Board of Governors of the Federal Reserve System (U.S.).
  30. Paul H. Kupiec, 1991. "Noise traders, excess volatility, and securities transaction tax," Finance and Economics Discussion Series 166, Board of Governors of the Federal Reserve System (U.S.).
  31. Paul H. Kupiec, 1991. "Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform," Finance and Economics Discussion Series 165, Board of Governors of the Federal Reserve System (U.S.).
  32. Gregory R. Duffee & Paul H. Kupiec & Patricia A. White, 1990. "A primer on program trading and stock price volatility: a survey of the issues and the evidence," Finance and Economics Discussion Series 109, Board of Governors of the Federal Reserve System (U.S.).
  33. Paul H. Kupiec, 1990. "Futures margins and stock price volatility: is there any link?," Finance and Economics Discussion Series 104, Board of Governors of the Federal Reserve System (U.S.).
  34. Gregory R. Duffee & Paul H. Kupiec & Patricia A. White, 1990. "A securities transactions tax: beyond the rhetoric, what can we really say?," Finance and Economics Discussion Series 133, Board of Governors of the Federal Reserve System (U.S.).
  35. Paul H. Kupiec & Steven A. Sharpe, 1990. "Animal spirits, margin requirements, and stock price volatility," Finance and Economics Discussion Series 127, Board of Governors of the Federal Reserve System (U.S.).
  36. Paul H. Kupiec, 1990. "Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities," Finance and Economics Discussion Series 131, Board of Governors of the Federal Reserve System (U.S.).
  37. Paul H. Kupiec, 1989. "Initial margin requirements and stock returns volatility: another look," Finance and Economics Discussion Series 53, Board of Governors of the Federal Reserve System (U.S.).
  38. Paul H. Kupiec, 1989. "A survey of exchange-traded basket instruments," Finance and Economics Discussion Series 62, Board of Governors of the Federal Reserve System (U.S.).
  39. Paul H. Kupiec, 1989. "Microeconomic sources of beta risk instability," Finance and Economics Discussion Series 69, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Paul Kupiec, 2023. "Depositor discipline and the banking panic of 2023," Journal of Applied Corporate Finance, Morgan Stanley, vol. 35(3), pages 4-6, June.
  2. Paul Kupiec, 2023. "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 Un," Journal of Applied Corporate Finance, Morgan Stanley, vol. 35(3), pages 18-36, June.
  3. Paul Kupiec, 2023. "Depositor discipline and the banking panic of 2023," Journal of Applied Corporate Finance, Morgan Stanley, vol. 35(3), pages 7-17, June.
  4. Paul H. Kupiec, 2022. "Should the US Issue a Central Bank Digital Currency?," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2022(6), June.
  5. Kupiec, Paul H., 2021. "Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks?," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 14(2), pages 148-160, March.
  6. Paul H. Kupiec & Richard Sylla & Alex J. Pollock & Charles W. Calomiris & Bert Ely, 2021. "American Enterprise Institute Roundtable: Government Policies Reshape the Banking System," Journal of Applied Corporate Finance, Morgan Stanley, vol. 33(4), pages 52-69, December.
  7. Kupiec, Paul H., 2020. "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, vol. 51(C).
  8. Kupiec, Paul H., 2019. "Stress testing and the representative bank model," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 12(4), pages 342-373, September.
  9. Kupiec, Paul H., 2018. "A regulatory stress test to-do list: Transparency and accuracy," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 11(2), pages 132-147, March.
  10. Kupiec, Paul H., 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, vol. 38(C), pages 132-146.
  11. Kupiec, Paul & Lee, Yan & Rosenfeld, Claire, 2017. "Does bank supervision impact bank loan growth?," Journal of Financial Stability, Elsevier, vol. 28(C), pages 29-48.
  12. Kupiec, Paul H., 2016. "Will TLAC regulations fix the G-SIB too-big-to-fail problem?," Journal of Financial Stability, Elsevier, vol. 24(C), pages 158-169.
  13. Kupiec, Paul, 2016. "Fixing prompt corrective action," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(3), pages 207-223, June.
  14. Paul Kupiec & Levent Güntay, 2016. "Testing for Systemic Risk Using Stock Returns," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 203-227, June.
  15. Kupiec, Paul, 2015. "Capital for concentrated credit portfolios," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 8(4), pages 314-322, October.
  16. Kupiec, Paul & Wallison, Peter, 2015. "Can the “Single Point of Entry” strategy be used to recapitalize a systemically important failing bank?," Journal of Financial Stability, Elsevier, vol. 20(C), pages 184-197.
  17. Kupiec, Paul H. & Ramirez, Carlos D., 2013. "Bank failures and the cost of systemic risk: Evidence from 1900 to 1930," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 285-307.
  18. Paul Kupiec & Haluk Unal, 2012. "Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 1-3, October.
  19. Paul Kupiec, 2007. "Financial stability and Basel II," Annals of Finance, Springer, vol. 3(1), pages 107-130, January.
  20. Paul Kupiec, 2007. "Capital Allocation for Portfolio Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 103-122, October.
  21. Kupiec, Paul, 2007. "Estimating recovery discount rates: A methodological note," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 1(1), pages 17-24, December.
  22. Paul Kupiec & David Nickerson, 2005. "Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 30(3), pages 498-521, July.
  23. Paul Kupiec & David Nickerson, 2004. "Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation," The Journal of Real Estate Finance and Economics, Springer, vol. 28(2_3), pages 123-145, March.
  24. Paul Kupiec, 2001. "Estimating Credit Risk Capital: What's the Use?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 2(3), pages 17-34, February.
  25. Paul H. Kupiec & James M. O'Brien, 1998. "Deposit insurance, bank incentives, and the design of regulatory policy," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 201-211.
  26. Paul Kupiec, 1998. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 231-255, June.
  27. Paul H. Kupiec & A. Patricia White, 1996. "Regulatory competition and the efficiency of alternative derivative product margining systems," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(8), pages 943-968, December.
  28. Paul H. Kupiec, 1995. "A Securities Transactions Tax And Capital Market Efficiency," Contemporary Economic Policy, Western Economic Association International, vol. 13(1), pages 101-112, January.
  29. Paul H. Kupiec, 1994. "The performance of S&P 500 futures product margins under the SPAN margining system," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(7), pages 789-811, October.
  30. Paul H. Kupiec, 1993. "Futures margins and stock price volatility: Is there any link?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(6), pages 677-691, September.
  31. George W. Fenn & Paul Kupiec, 1993. "Prudential margin policy in a futures‐style settlement system," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(4), pages 389-408, June.
  32. Kupiec, Paul H & Sharpe, Steven A, 1991. "Animal Spirits, Margin Requirements, and Stock Price Volatility," Journal of Finance, American Finance Association, vol. 46(2), pages 717-731, June.

Chapters

  1. Paul Kupiec, 2005. "The IMF–World Bank Financial Sector Assessment Program: A View from the Inside," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman (ed.), Systemic Financial Crises Resolving Large Bank Insolvencies, chapter 6, pages 69-81, World Scientific Publishing Co. Pte. Ltd..

More information

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
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  3. Number of Citations, Weighted by Number of Authors
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2001-11-27 2014-12-08
  2. NEP-RMG: Risk Management (2) 2003-06-04 2015-01-31
  3. NEP-FIN: Finance (1) 2002-08-19
  4. NEP-FMK: Financial Markets (1) 2015-01-31
  5. NEP-IND: Industrial Organization (1) 1999-12-21
  6. NEP-NET: Network Economics (1) 2001-11-27

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