Magyar Nemzeti Bank (MNB)Budapest, Hungary
RePEc:edi:mnbgvhu (more details at EDIRC)
Research outputJump to: Working papers
- Varsanyi, Zoltan, 2009. "When risk weights increase the risk: some concerns for capital regulation," MPRA Paper 13594, University Library of Munich, Germany.
- 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.
- Varsanyi, Zoltan, 2008. "A simple model of decision making: How to avoid large outliers?," MPRA Paper 9528, University Library of Munich, Germany.
- Zoltan, Varsanyi, 2007. "Reconsidering the logit: the risk of individual names," MPRA Paper 3658, University Library of Munich, Germany.
- Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.
- Varsanyi, Zoltan, 2006. "The Basel II IRB approach revisited: do we use the correct model?," MPRA Paper 1244, University Library of Munich, Germany.
- 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).
CitationsMany 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.
- Varsanyi, Zoltan, 2008.
"A simple model of decision making: How to avoid large outliers?,"
9528, University Library of Munich, Germany.
- Cristiana BOGDANOIU, 2009. "Activity Based Cost From The Perspective Of Competitive Advantage," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
- Varsanyi, Zoltan, 2007.
"Rating philosophies: some clarifications,"
1660, University Library of Munich, Germany.
- Pedro Lencastre & Frank Raischel & Pedro G. Lind & Tim Rogers, 2014. "Are credit ratings time-homogeneous and Markov?," Papers 1403.8018, arXiv.org, revised Oct 2014.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP 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.
- 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
- NEP-BAN: Banking (3) 2007-01-23 2007-06-23 2008-08-14
- NEP-REG: Regulation (3) 2007-01-14 2007-01-23 2009-02-28
- NEP-HPE: History & Philosophy of Economics (2) 2007-02-10 2008-07-20
- NEP-CFN: Corporate Finance (1) 2007-01-23
- NEP-CMP: Computational Economics (1) 2008-08-14
- NEP-FMK: Financial Markets (1) 2007-01-14
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