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Paul H. Kupiec

Personal Details

First Name:Paul
Middle Name:H.
Last Name:Kupiec
Suffix:
RePEc Short-ID:pku379

Affiliation

American Enterprise Institute

Washington, District of Columbia (United States)
http://www.aei.org/

: (202) 862-5800
(202) 862-7178
1150 Seventeenth Street, N.W., Washington, DC 20036
RePEc:edi:aeiiius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Paul H. Kupiec, 2018. "Inside the black box: The accuracy of alternative stress test models," AEI Economics Working Papers 923556, American Enterprise Institute.
  2. Paul H. Kupiec, 2017. "The leverage ratio is not the problem," AEI Economics Working Papers 954352, American Enterprise Institute.
  3. Paul H. Kupiec, 2016. "Fixing Prompt Corrective Action," AEI Economics Working Papers 872682, American Enterprise Institute.
  4. Paul H. Kupiec, 2015. "Will TLAC regulations fix the G-SIB too-big-to-fail problem?," AEI Economics Working Papers 850026, American Enterprise Institute.
  5. Paul H. Kupiec, 2015. "Portfolio diversification in concentrated bond and loan portfolios," AEI Economics Working Papers 837343, American Enterprise Institute.
  6. Paul H. Kupiec, 2015. "Testing for systemic risk using stock returns," AEI Economics Working Papers 828488, American Enterprise Institute.
  7. Paul H. Kupiec, 2015. "Capital for concentrated credit portfolios," AEI Economics Working Papers 841153, American Enterprise Institute.
  8. 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.
  9. 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.
  10. 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.).
  11. Paul H. Kupiec, 1997. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?," FMG Special Papers sp97, Financial Markets Group.
  12. 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.).
  13. 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.).
  14. 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.).
  15. 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.).
  16. Paul H. Kupiec, 1995. "Noise traders, excess volatility, and a securities transactions tax," Finance and Economics Discussion Series 95-26, Board of Governors of the Federal Reserve System (U.S.).
  17. 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.).
  18. Paul H. Kupiec & James M. O'Brien, 1995. "A pre-commitment approach to capital requirements for market risk," Proceedings 475, Federal Reserve Bank of Chicago.
  19. 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.).
  20. 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.).
  21. 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.).
  22. 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.).
  23. 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.).
  24. 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.).
  25. 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.).
  26. 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.).
  27. 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.).
  28. Patricia A. White & Paul H. Kupiec & Gregory R. Duffee, 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.).
  29. 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.).
  30. 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.).
  31. 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.).
  32. Paul H. Kupiec & Steven A. Sharpe, 1989. "Animal spirits, margin requirements, and stock price volatility," Finance and Economics Discussion Series 91, Board of Governors of the Federal Reserve System (U.S.).
  33. 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. 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.
  2. 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.
  3. Paul Kupiec, 2007. "Financial stability and Basel II," Annals of Finance, Springer, vol. 3(1), pages 107-130, January.
  4. 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.
  5. 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.
  6. 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.
  7. 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, issue Oct, pages 201-211.
  8. 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.
  9. 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.
  10. 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.

More information

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This author is among the top 5% authors according to these criteria:
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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 1 paper 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 (1) 2014-12-08
  2. NEP-FMK: Financial Markets (1) 2015-01-31
  3. NEP-RMG: Risk Management (1) 2015-01-31

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