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December 2014

AFA Capital – An Introduction

September 2014

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

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August 2014

Case Study on Consistent Scenario Expansion

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

April 2014

Calibration of the CMA and Regulatory Capital for Securitisations

March 2014

Calibration of the Simplified Supervisory Formula Approach

February 2014

Reducing the Reliance of Securitisation Capital on Agency Ratings

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January 2014

Covered Bond versus ABS Liquidity

September 2013

Granularity, Heterogeneity and Securitisation Capital

September 2013

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