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April 2019

Survey on the Impact of MiFID II on European Investment Research

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September 2018

Implementation of SEC-IRBA by European Banks

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May 2018

Forecasting Assets under Management for Stress Testing and Strategy Purposes

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November 2017

Drivers of Liquidity in the EU Corporate Bond Market

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July 2017

Capital and Risk in Bancassurance Organisations

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July 2017

Rating Correlations and Macro Stress Testing

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July 2016

Solvency II Capital Calibration for Securitisations

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July 2016

The 5 Percent Securitisation Retention Threshold – A Short Technical History

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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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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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