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Category: Software

June 2022

Risk Analysis for Securitisation Portfolios

Construction site

December 2021

Capital Consumption-Based Limits: Integrating Limit and Capital Software Systems

oil platform bridge

April 2020

Predicting Default for UK SMEs Using Companies House Data

Tunnel

July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status

oil platform bridge

May 2016

Scenario-based RORC Optimisation for a Bank Loan Book

February 2016

Top Down Stress Testing for Bank Financial Statements: A Case Study

February 2015

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

August 2014

Case Study on Consistent Scenario Expansion

June 2014

Case Study on Banking System Stress Testing

September 2013

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

November 2012

Top Down Stress Testing for Bank Financial Statements: A Case Study

September 2007

Ratings-Based Pricing and Stochastic Spreads

December 2005

Hedging and Asset Allocation for Structured Products