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May 2015

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

April 2015

Default Probability Risk and Securitisation Capital

Industrial manufacturing of car bodies

April 2015

Response to BCBS Consultation on Revised Credit Risk SA

February 2015

Response to BCBS-IOSCO Consultation

February 2015

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

February 2015

Comment on Antoniades and Tarashev

December 2014

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

Two warehouse workers moving boxes

December 2014

AFA Capital – An Introduction

September 2014

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

Row of houses on a suburban road

August 2014

Case Study on Consistent Scenario Expansion

August 2014

Quantitative Impacts of BCBS 269 Securitisation Capital Approaches

Two pipeline engineers performing maintenance

July 2014

High Quality Securitisation: An Empirical Analysis of the PCS Definition

Worker in front of part-assembled car