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IFRS 9 in credit risk modelling
Prorokowski, Lukasz - In: Bank i kredyt 49 (2018) 6, pp. 639-670
Persistent link: https://www.econbiz.de/10012502730
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Macroprudential due-diligence framework for shadow banking entities
Prorokowski, Lukasz - In: Bank i kredyt 51 (2020) 6, pp. 587-612
Persistent link: https://www.econbiz.de/10012503467
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Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 4, pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
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Is investing in innovation an effective strategy in times of crisis? : some evidence from Poland
Prorokowski, Lukasz - In: Innovation: organization & management : IOM 16 (2014) 1/3, pp. 32-52
Persistent link: https://www.econbiz.de/10011715005
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Environmental Risk Index for financial services firms
Prorokowski, Lukasz - In: Qualitative research in financial markets 8 (2016) 1, pp. 16-44
Persistent link: https://www.econbiz.de/10011695151
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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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Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 2, pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
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Risk data validation under BCBS 239
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 3, pp. 45-71
Persistent link: https://www.econbiz.de/10012140258
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Quantifying sustainability of banks : a scorecard model
Prorokowski, Lukasz - In: Sustainability and scalability of business : theory and …, (pp. 159-192). 2018
Persistent link: https://www.econbiz.de/10011789995
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Trading strategies of individual investors in times of financial crisis : an example from the Central European emerging stock market of Poland
Prorokowski, Lukasz - In: Qualitative research in financial markets 3 (2011) 1, pp. 34-50
Persistent link: https://www.econbiz.de/10009939361