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May 2016

Scenario-based RORC Optimisation for a Bank Loan Book
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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
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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
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June 2015

How European securitisation could assist SME financing
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June 2015

Capital Floors, the Revised SA and the Cost of Loans in Switzerland
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May 2015

Comparing Bank Risk Measures
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May 2015

Consultation Response on EU Framework for Simple, Transparent and Standardised Securitisation
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April 2015

Default Probability Risk and Securitisation Capital
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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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