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Zoltan Varsanyi

Personal Details

First Name:Zoltan
Middle Name:
Last Name:Varsanyi
RePEc Short-ID:pva258


Magyar Nemzeti Bank (MNB)

Budapest, Hungary
RePEc:edi:mnbgvhu (more details at EDIRC)

Research output

Jump to: Working papers

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. "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.
  3. Varsanyi, Zoltan, 2008. "A simple model of decision making: How to avoid large outliers?," MPRA Paper 9528, University Library of Munich, Germany.
  4. Zoltan, Varsanyi, 2007. "Reconsidering the logit: the risk of individual names," MPRA Paper 3658, University Library of Munich, Germany.
  5. Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.
  6. Varsanyi, Zoltan, 2006. "The Basel II IRB approach revisited: do we use the correct model?," MPRA Paper 1244, University Library of Munich, Germany.
  7. Zoltán Varsányi, 2006. "Pillar I treatment of concentrations in the banking book – a multifactor approach," MNB Working Papers 2006/11, Magyar Nemzeti Bank (Central Bank of Hungary).


Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.

    Cited by:

    1. Pedro Lencastre & Frank Raischel & Pedro G. Lind & Tim Rogers, 2014. "Are credit ratings time-homogeneous and Markov?," Papers 1403.8018,, revised Oct 2014.

More information

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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-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
  2. NEP-BAN: Banking (3) 2007-01-23 2007-06-23 2008-08-14
  3. NEP-REG: Regulation (3) 2007-01-14 2007-01-23 2009-02-28
  4. NEP-HPE: History and Philosophy of Economics (2) 2007-02-10 2008-07-20
  5. NEP-CFN: Corporate Finance (1) 2007-01-23
  6. NEP-CMP: Computational Economics (1) 2008-08-14
  7. NEP-FMK: Financial Markets (1) 2007-01-14


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