Personal Details
First Name: Zoltan
Middle Name:
Last Name: Varsanyi
Suffix:
RePEc Short-ID: pva258
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Affiliation
(in no particular order)
Works
| Working papers | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Varsanyi, Zoltan, 2009.
"When risk weights increase the risk: some concerns for capital regulation,"
MPRA Paper
13594, University Library of Munich, Germany.
[Downloadable!]
- 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.
[Downloadable!]
- Varsanyi, Zoltan, 2008.
"A simple model of decision making: How to avoid large outliers?,"
MPRA Paper
9528, University Library of Munich, Germany.
[Downloadable!]
- Varsanyi, Zoltan, 2007.
"Rating philosophies: some clarifications,"
MPRA Paper
1660, University Library of Munich, Germany.
[Downloadable!]
- Zoltan, Varsanyi, 2007.
"Reconsidering the logit: the risk of individual names,"
MPRA Paper
3658, University Library of Munich, Germany.
[Downloadable!]
- Varsanyi, Zoltan, 2006.
"The Basel II IRB approach revisited: do we use the correct model?,"
MPRA Paper
1244, University Library of Munich, Germany.
[Downloadable!]
- 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).
[Downloadable!]
NEP Fields
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BAN: Banking (3) 2007-01-23 2007-06-23 2008-08-14 Author is listed
- NEP-CFN: Corporate Finance (1) 2007-01-23
- NEP-CMP: Computational Economics (1) 2008-08-14
- NEP-FMK: Financial Markets (1) 2007-01-14
- NEP-HPE: History & Philosophy of Economics (2) 2007-02-10 2008-07-20 Author is listed
- NEP-REG: Regulation (3) 2007-01-14 2007-01-23 2009-02-28 Author is listed
- 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
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This page was last updated on 2009-11-11.
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