- The Brexit reference for dummies
- Reverse stress testing – Simplified guide
- The evolution of Bank Stress Test.
- Calculating Economic Capital – Using Leverage ratio
- Yield Curve History – US Treasuries
- The new textbook on risk
- ALM Modeling – Assumptions, Conventions & Hacks
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Liquidity Stress Testing a fixed income securities portfolio
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Understanding Stress Testing: A guide to stress testing for board members
- Basel III: Enhancements to Basel II: System-wide changes & Increased Stress Testing
- The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
- ICAAP: Stress Test: Liquidity Risk
- ICAAP: Stress Test: Market Risk
- ICAAP: Credit Risk: Stress Test: Profitability Analysis Stress Test
- ICAAP: Credit Risk: Stress Test: Transition Matrix Stress Test
- ICAAP: Credit Risk: Stress Test: Profitability Analysis of a bank’s loan portfolio
- ICAAP: Credit Risk: Stress Test: How to Determine Expected Classification Rates
- ICAAP: Credit Risk: Stress Test: How to construct a Transition Matrix
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Fall in Forced Sale Value (FSV) of mortgaged collateral
- ICAAP Compliance: Credit Risk: Stress Test: Simple Sensitivity Analysis – Increase & Shift in NPL
- ICAAP Submission: Credit Risk: Stress Test: Non – Performing Loan (NPL) Stress Test