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Details about Zoltan Varsanyi

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Workplace:Magyar Nemzeti Bank (MNB) (Central Bank of Hungary), (more information at EDIRC)

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 Downloads

2008

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

2007

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

2006

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