Details about Zoltan Varsanyi

Access statistics for papers by Zoltan Varsanyi.

Last updated 2009-02-24. Update your information in the RePEc Author Service.

Short-id: pva258

Working Papers

2009

1. When risk weights increase the risk: some concerns for capital regulation
   MPRA Paper, University Library of Munich, Germany

2008

2. A simple model of decision making: How to avoid large outliers?
   MPRA Paper, University Library of Munich, Germany
3. Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time
   MPRA Paper, University Library of Munich, Germany

2007

4. Rating philosophies: some clarifications
   MPRA Paper, University Library of Munich, Germany View citations (1)
5. Reconsidering the logit: the risk of individual names
   MPRA Paper, University Library of Munich, Germany

2006

6. Pillar I treatment of concentrations in the banking book – a multifactor approach
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary)
7. The Basel II IRB approach revisited: do we use the correct model?
   MPRA Paper, University Library of Munich, Germany