All Stories

  1. Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk

    Article • The Journal of Risk Finance, July 2020, Emerald

    Dr Lukasz Prorokowski

  2. Revised standardised approach for credit risk in practice

    Article • Journal of Financial Regulation and Compliance, February 2018, Emerald

    Dr Lukasz Prorokowski

  3. Shadow banking regime: assessment of investment funds

    Article • Journal of Investment Compliance, July 2017, Emerald

    Dr Lukasz Prorokowski

  4. Environmental Risk Index for financial services firms

    Article • Qualitative Research in Financial Markets, February 2016, Emerald

    Dr Lukasz Prorokowski

  5. Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets

    Article • The Journal of Risk Finance, November 2015, Emerald

    Dr Lukasz Prorokowski

  6. Solutions for risk data compliance under BCBS 239

    Article • Journal of Investment Compliance, November 2015, Emerald

    Dr Lukasz Prorokowski

  7. MiFID II compliance – are we ready?

    Article • Journal of Financial Regulation and Compliance, May 2015, Emerald

    Dr Lukasz Prorokowski

  8. FVA – Sailing on the uncharted waters

    Article • Journal of Financial Regulation and Compliance, February 2015, Emerald

    Dr Lukasz Prorokowski

  9. Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR

    Article • Journal of Financial Regulation and Compliance, November 2014, Emerald

    Dr Lukasz Prorokowski

  10. Depository banks under the Alternative Investment Fund Managers Directive (AIFMD)

    Article • Journal of Investment Compliance, October 2014, Emerald

    Dr Lukasz Prorokowski

  11. Comprehensive risk measure – current challenges

    Article • Journal of Financial Regulation and Compliance, July 2014, Emerald

    Dr Lukasz Prorokowski

  12. Bank’s perspective on regulatory-driven changes to collateral management

    Article • Journal of Financial Regulation and Compliance, May 2014, Emerald

    Dr Lukasz Prorokowski

  13. Economic performance, export, systemic barriers and equity investments in innovative companies

    Article • Qualitative Research in Financial Markets, April 2014, Emerald

    Dr Lukasz Prorokowski

  14. OIS discounting and collateral management under new regulations

    Article • Journal of Investment Compliance, November 2013, Emerald

    Dr Lukasz Prorokowski