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Category: Software

June 2022

Risk Analysis for Securitisation Portfolios

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December 2021

Capital Consumption-Based Limits: Integrating Limit and Capital Software Systems

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April 2020

Predicting Default for UK SMEs Using Companies House Data

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July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status

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May 2016

Scenario-based RORC Optimisation for a Bank Loan Book

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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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June 2014

Case Study on Banking System Stress Testing

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September 2013

Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches

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November 2012

Top Down Stress Testing for Bank Financial Statements: A Case Study

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September 2007

Ratings-Based Pricing and Stochastic Spreads 

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December 2005

Hedging and Asset Allocation for Structured Products 

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