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- A General Structural Approach For Credit Modeling Under Stochastic Volatility
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- Behavioral Finance and Technical Analysis
- Empirical Analysis, Trading Strategies, and Risk Models for Defaulted Debt Securities
- Fat Tails and (Un)happy Endings: Correlation Bias, Systemic Risk and Prudential Regulation
- Interest Rates After the Credit Crunch: Markets and Models Evolution
- Measuring Financial Supervision Architectures and the Role of Central Banks
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- Mobile Payments Go Viral: M-PESA in Kenya
- Money Market Funds and Financial Stability: Comparing Sweden to the U.S. and Iceland
- Price of Risk – Recent Evidence from Large Financials
- Simulation and Performance Evaluation of Liability Driven Investment (LDI)
- Systemic Risk, an Empirical Approach
- The Failure of Financial Econometrics: Assessing the Cointegration “Revolution”
- The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks
- What Reforms for the Credit Rating Industry? A European Perspective
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- A Holistic View and Participation in a Major Online Re-Platforming
- Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
- Bachelier’s Legacy: Applications of Theoretical Physics in Market Price Modeling
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- Financial Innovation and Transparency in Turbulent Times
- Findings from the Mobile Financial Services Development Report
- Liability Index Fund: The Liability Beta Portfolio
- Liquidity Risk Management, Structure, and Competition in Banking
- Regulatory Reform and OTC Derivatives – A Look at Key Changes Reshaping the Market
- Sovereign Wealth Funds: Form and Functions in the 21st Century
- Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal
- The Failure of Neoclassical Financial Economics: CAPM and its Pillars as an Illustration
- The Financial Stability Oversight Council – Risk Manager or Debating Society?
- The Pension Risk Management Framework
- Waking the Sleeping Giant – Maximizing the Potential of Operational Risk Management for Banks
- Journal 34: Cass-Capco Institute Paper Series on Risk
- A Financial Stress Index for the Analysis of XBRL Data
- A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
- Breaking Through Risk Management, a Derivative for the Leasing Industry
- Cultural, Political, and Economic Antecedents of Country Risk in Sixty-Two Countries
- Explaining Credit Default Swaps Pricing for Large Banks
- How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
- IT Complexity Metrics – How Do You Measure Up?
- IT Complexity: Model, Measure, Manage, and Master
- Illix – A New Index for Quantifying Illiquidity
- International Liquidity Provision and Currency - Specific Liquidity Shortages
- Investing in Private Equity – Capital Commitment Considerations
- Lehman – A Case of Strategic Risk
- Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 – Valuing the Stock Market
- Markets for CCPs and Regulation: Considering Unintended Consequences
- Moving the OTC Derivatives Market to CCPs
- Optimal Bank Planning Under Basel III Regulations
- Our Understanding of Next Generation’s Target Operating Models
- The Failure of Financial Econometrics: “Stir-Fry” Regressions as a Con Job
- The First Line of Defense in Operational Risk Management – The Perspective of the Business Line
- Toward a Bottom-Up Approach to Assessing Sovereign Default Risk: An Update
- What Have We Learned from the 2007-08 Liquidity Crisis? A Survey
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- Would the Glass–Steagall Act have prevented the recent financial meltdown?
- CDO and structured financial products: a modeling prospective
- Do risk-adjusted returns still make sense when risk itself is hard to define?
- Economic logic is once again sacrificed for political sound bites
- Greenspan also highlights the risks of securitization
- So the economic recovery wasn’t that solid after all, what a surprise
- The AIFM Directive: another European storm?
- The real threat to many European banks is the forced recognition of the need to foreclose
- Virgin and Tesco shouldn’t bank on an easy ride
- What are “efficient markets,” and why it matters
- While the world is talking economics stock market pricing ratios have been going through the roof
- A new market for the American dream
- A year in review - 2010
- Basel III: Could unintended consequences create opportunities?
- Battling for an edge in payment processing methods and technologies
- Bernanke’s decision not to start QE3 has wider implications for the markets than might first appear
- Building an effective operating model for enterprise analytics
- Can anyone decipher this hosepipe of contradictory information?
- Davos 2012 – should everyone bank on innovation?
- Divestments: Breaking Up is Hard to Do – Good Planning Makes it Easier
- Does Anyone Really Care Anymore What S&P Says
- FSA Dissolution Made Simple
- Feeling more secure about cloud computing?
- Finance academies predominantly remain loyal to the theoretical world
- Harnessing the power of predictive analytics
- Hazards of complexity
- Impending and imperative, FATCA demands immediate action. Consider it an opportunity, not a costly inconvenience
- Improving portfolio management: A business case for Enterprise Project Management Office
- Measure and control IT complexity, before it controls you
- More than 2 Years Since the Lehman Collapse and We are Still None the Wiser on the State of the Economy
- QE2, U.K.’s austerity measures, and economists
- Regulatory Reform: 7 Critical Questions for Financial Services Firms
- Social Media is not the panacea for Wealth Managers
- Supply chain finance. Opportunities unchained.
- The Real Problem in the Housing Crisis: Who’s Going to Blink First, Banker or Borrower?
- The risks and returns of algorithmic trading
- The tablet - is it one half of a laptop or is it a smartphone on steroids
- Trading fragmentation and exchange consolidation transforming Capital markets industry
- U.K.'s Conservative party have shown themselves to be the party of the rich, just not the Nuevo rich
- What can be done to seal the cracks in the lending landscape?
- Working together to form the future of finance – and building a better society along the way
- Research & Thoughts
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- Smarter Sourcing in a Post-crisis Environment
- Effective Risk and P&L Management – The Foundation of Informed and Sustainable Trading
- How Financial Services can Avoid a Repeatable History in the post-crisis economy
- Is the Party Over for Over-the-Counter?
- Now, No Degrees of SEPAration
- Post Merger Integration – Capco Research & Thoughts
- The European Market in 2010 and Beyond – What’s on the Cards?
- The Real Problem in the Housing Crisis – Capco Research & Thoughts
- Aligning the IT Infrastructure with the Real Needs of the Business
- Asian Bank Expansion in the United States
- Banks’ Technology Response to Regulatory Changes
- Basel III - We Could Get It Right This Time
- Basel III: Could Unintended Consequences Create Opportunities?
- Capco’s ‘No sleep’ Survey - Results Overview
- Change Amidst Uncertainty: How Banks are Adapting to the Emerging Regulatory Landscape
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- Data Management – More Important Than Ever
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- Hedge Funds and Dodd-Frank: Institutionalize, Fly Low or Else!
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- IT Complexity Metrics – How Do You Measure Up?
- IT Complexity: Model, Measure and Master
- Impending and Imperative, FATCA Demands Immediate Action
- Integrated Multichannel Services are Critical to Maximizing the Institutional Retirement Advice Opportunity
- Is the Green Light for SEPA a Code Red for the Industry?
- Meldewesen Factory. Regulatory Reporting
- Mobile in Wealth Management
- Profound Changes in UK Financial Services Oversight
- Regulatory Reform and OTC Derivatives
- Regulatory Reform: 7 Critical Questions for Financial Services Firms
- Retail Distribution Review (RDR)
- Retail Financial Services New Market Entrants
- Risk Based Pricing
- Strategic Sourcing – A Journey to Where?
- Supply Chain Finance. Opportunities Unchained
- The Future of Proprietary Trading
- The Impact of Central Clearing of OTC Derivatives
- The New ‘Trust Fund’?
- The Über Architect
- Time to Get SPARTAn With Software Testing
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