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Category: Market Risk
July 2016
Solvency II Capital Calibration for Securitisations
February 2016
Top Down Stress Testing for Bank Financial Statements: A Case Study
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February 2015
Case Study on Stress Testing for an Asset Manager-Private Bank
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August 2014
Case Study on Consistent Scenario Expansion
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January 2014
Covered Bond versus ABS Liquidity
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September 2010
Bank Liquidity Standards: A Microeconomic Analysis
May 2008
Determinants of Asset-Backed Security Prices in Crisis Periods
May 2004
How Risky are Structured Exposures Compared to Corporate Bonds?
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February 2000
Estimating Volatility for Long Holding Periods
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