Kupiec P. Calibrating your intuition: capital allocation for market and credit risk / P.Kupiec, 2002. - 22 p. - Текст : непосредственный.
Kupiec P. Interal models-based capital regulation and bank risk-taking incentives / P.Kupiec, 2002. - 31 p. - Текст : непосредственный.
Kupiec P. Internal models, subordinated debt, and regulatory capital requirements for bank credit risk / P.Kupiec, 2002. - 29 p. - Текст : непосредственный.