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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
December 2014
AFA Capital – An Introduction
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September 2014
Securitisation Purchases by the ECB – What is “Senior Enough”?
August 2014
Case Study on Consistent Scenario Expansion
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August 2014
Quantitative Impacts of BCBS 269 Securitisation Capital Approaches
July 2014
High Quality Securitisation: An Empirical Analysis of the PCS Definition
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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March 2014
Calibration of the Simplified Supervisory Formula Approach
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February 2014
Reducing the Reliance of Securitisation Capital on Agency Ratings
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