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Bankrupt UK cities : PD model for credit risk in sub-sovereign sector
Prorokowski, Lukasz - In: Bank i kredyt 47 (2016) 6, pp. 495-528
Persistent link: https://www.econbiz.de/10011645721
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OIS discounting and collateral management under new regulations
Prorokowski, Lukasz - In: The journal of investment compliance 14 (2013) 4, pp. 13-23
Persistent link: https://www.econbiz.de/10010229686
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Bank's perspective on regulatory-driven changes to collateral management
Prorokowski, Lukasz - In: Journal of financial regulation and compliance : an … 22 (2014) 2, pp. 128-146
Persistent link: https://www.econbiz.de/10010471111
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Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Prorokowski, Lukasz - In: Journal of risk finance : the convergence of financial … 16 (2015) 5, pp. 519-535
Persistent link: https://www.econbiz.de/10011531076
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Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 4, pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
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Comprehensive risk measure : current challenges
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 3, pp. 271-284
Persistent link: https://www.econbiz.de/10010471080