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Sector: Public Institutions

November 2022

Impact of the SA Output Floor on the European Securitisation Market

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November 2022

Issuer Perspectives: Regulatory Impact on Issuance

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July 2022

Reviving Securitisation in Europe

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November 2021

Risk Transfer for Multilateral Development Banks: Obstacles and Potential

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January 2021

Infrastructure Debt Capital Charges for Insurers

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October 2020

The Impact of MiFID II Rules on SME and Fixed Income Investment Research

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August 2020

Covid-19 Credit Market Dashboard

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July 2020

Covid-19 Crisis Update: What happened to Sovereign Credit Quality in July?

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June 2020

Updated Note on Real-Time Sovereign Ratings

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May 2020

Real-Time Sovereign Ratings in the COVID-19 Crisis

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May 2020

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

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February 2020

Lectures on Securitisation: Regulation and Practice

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November 2017

Drivers of Liquidity in the EU Corporate Bond Market

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July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status

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April 2016

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

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February 2016

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

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October 2015

Comments on the Commission’s Proposals for Reviving the European Securitisation Market

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August 2015

The EBA’s Proposed Capital Rules for Qualifying Securitisations

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June 2015

How European securitisation could assist SME financing

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June 2015

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

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May 2015

Consultation Response on EU Framework for Simple, Transparent and Standardised Securitisation

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April 2015

Default Probability Risk and Securitisation Capital

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April 2015

Response to BCBS Consultation on Revised Credit Risk SA

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February 2015

Response to BCBS-IOSCO Consultation

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February 2015

Comment on Antoniades and Tarashev

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December 2014

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

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December 2014

AFA Capital – An Introduction

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September 2014

Securitisation Purchases by the ECB – What is “Senior Enough”?

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August 2014

Case Study on Consistent Scenario Expansion

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August 2014

Quantitative Impacts of BCBS 269 Securitisation Capital Approaches

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June 2014

Case Study on Banking System Stress Testing

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February 2014

Reducing the Reliance of Securitisation Capital on Agency Ratings

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September 2013

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

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April 2013

A Principles-Based Approach to Regulatory Capital for Securitisations

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May 2008

Dynamic Default Rates

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September 2007

Ratings-Based Pricing and Stochastic Spreads 

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April 2006

Securitisations in Basel II 

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December 2005

Hedging and Asset Allocation for Structured Products 

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August 2005

Judgmental Versus Quantitative Credit Risk Measures for Sovereigns 

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June 2004

Capital for Structured Products 

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May 2004

How Risky are Structured Exposures Compared to Corporate Bonds? 

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January 2004

Estimation of Credit Spread Correlations 

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January 2002

Regulatory and ‘Economic’ Solvency Standards for Internationally Active Banks 

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January 2002

The Estimation of Transition Matrices for Sovereign Credit Ratings 

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February 2000

Estimating Volatility for Long Holding Periods 

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