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2010: Framework for Systemically Important Financial Institutions (SIFI)
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2010:
Financial Modelling with Copula Functions (Lecture Notes)
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2010: Global Financial (Subprime Mortgage) Crisis Lessons
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2010: Systemic Import Analysis & Entropic Eigenvector Centrality (EEC)
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2009: Relative Numeraire Risk (RNR) & Reserves Management
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2009: 'Gaussian Slug' Copula & Goodness-of-Fit (GoF) Test for Copulas
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2006: Credit Risk Models & Capital Adequacy Framework
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