publication venue for
- Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9. 13:53-83. 2017
- Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations. 2:43-68. 2006
- Practical and theoretical challenges in validating Basel parameters: key learnings from the experience of a Canadian bank. 1:89-136. 2005