See all

Sector: Industrial Companies

May 2024

Rethinking the Securitisation Risk Weight Floor

Construction site

November 2020

Global Credit Market Update: November 2020

August 2020

Covid-19 Credit Market Dashboard

Fatality world map

June 2020

Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis

Container Ship

May 2020

Updated Report on Capital Floors, the Revised SA and the Cost of Loans

Row of houses on a suburban road

April 2019

Survey on the Impact of MiFID II on European Investment Research

EU flags outside European Commission building

November 2017

Drivers of Liquidity in the EU Corporate Bond Market

Skyline of La Défense, Paris

April 2016

Update on Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Row of houses on a suburban road

August 2015

The EBA’s Proposed Capital Rules for Qualifying Securitisations

EU flags outside European Commission building

June 2015

How European securitisation could assist SME financing

June 2015

Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Row of houses on a suburban road

May 2015

Comparing Bank Risk Measures

April 2015

Default Probability Risk and Securitisation Capital

Industrial manufacturing of car bodies

December 2014

How to Revive the European Securitisation Market: a Proposal for a European SSFA

Two warehouse workers moving boxes

August 2014

Case Study on Consistent Scenario Expansion

September 2013

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

May 2008

Dynamic Default Rates

September 2007

Ratings-Based Pricing and Stochastic Spreads

December 2005

Hedging and Asset Allocation for Structured Products

August 2005

Judgmental Versus Quantitative Credit Risk Measures for Sovereigns

May 2004

How Risky are Structured Exposures Compared to Corporate Bonds?

January 2002

The Estimation of Transition Matrices for Sovereign Credit Ratings

February 2000

Estimating Volatility for Long Holding Periods