Advanced Search
MyIDEAS: Login to follow this author

Zoltan Varsanyi

Contents:

This is information that was supplied by Zoltan Varsanyi in registering through RePEc. If you are Zoltan Varsanyi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Zoltan
Middle Name:
Last Name: Varsanyi
Suffix:

RePEc Short-ID: pva258

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Magyar Nemzeti Bank (MNB)
Location: Budapest, Hungary
Homepage: http://www.mnb.hu/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:mnbgvhu (more details at EDIRC)

Works

as in new window

Working papers

  1. Varsanyi, Zoltan, 2009. "When risk weights increase the risk: some concerns for capital regulation," MPRA Paper 13594, University Library of Munich, Germany.
  2. Varsanyi, Zoltan, 2008. "A simple model of decision making: How to avoid large outliers?," MPRA Paper 9528, University Library of Munich, Germany.
  3. Varsanyi, Zoltan, 2008. "Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time," MPRA Paper 9918, University Library of Munich, Germany.
  4. Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.
  5. Zoltan, Varsanyi, 2007. "Reconsidering the logit: the risk of individual names," MPRA Paper 3658, University Library of Munich, Germany.
  6. Zoltán Varsányi, 2006. "Pillar I treatment of concentrations in the banking book – a multifactor approach," MNB Working Papers 2006/11, Magyar Nemzeti Bank (the central bank of Hungary).
  7. Varsanyi, Zoltan, 2006. "The Basel II IRB approach revisited: do we use the correct model?," MPRA Paper 1244, University Library of Munich, Germany.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2007-01-23 2007-06-23 2008-08-14. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2007-01-23
  3. NEP-CMP: Computational Economics (1) 2008-08-14
  4. NEP-FMK: Financial Markets (1) 2007-01-14
  5. NEP-HPE: History & Philosophy of Economics (2) 2007-02-10 2008-07-20. Author is listed
  6. NEP-REG: Regulation (3) 2007-01-14 2007-01-23 2009-02-28. Author is listed
  7. NEP-RMG: Risk Management (6) 2007-01-14 2007-01-23 2007-02-10 2007-06-23 2008-08-14 2009-02-28. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Zoltan Varsanyi should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.