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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

Case Study on Stress Testing for an Asset Manager-Private Bank

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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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July 2014

High Quality Securitisation: An Empirical Analysis of the PCS Definition

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June 2014

Case Study on Banking System Stress Testing

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April 2014

Calibration of the CMA and Regulatory Capital for Securitisations

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