publication venue for
- Managing capital buffers in the Pillar II framework: designing an effective ICAAP/ORSA to manage procyclicality and to reconcile short-term and long-term views of capital. 4:3-47. 2010
- Stress-testing probability of default and migration rate with respect to Basel II requirements. 3:3-38. 2009
- Estimating and validating long-run probability of default with respect to Basel II requirements. 2:3-41.