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July 2017

Rating Correlations and Macro Stress Testing

July 2016

Solvency II Capital Calibration for Securitisations

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July 2016

The 5 Percent Securitisation Retention Threshold – A Short Technical History

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

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

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

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