Fundamental Review of the Trading Book (FRTB) - Remaining Questions, February 2019
A Guide to the Fundamental Review of the Trading Book (FRTB), May 2019
Interest Rate Benchmark Reform - Implications for Options and Exotics, October 2019
Loan Pricing Implications of a Post-LIBOR World, December 2020
An Overview of Interest Rate Benchmark Reform and the End of LIBOR, December 2020
LIBOR Transition and Bank Lending, January 2021
LIBOR Transition: The Legacy Loan Book and Related Issues, 3 March 2021. A preface with an update on subsequent developments was uploaded 23 March 2021
What ALM Specialists need to know about FRTB, March 2021
LIBOR Transition: Where from Here in Six Key Questions, February 2022
Bank ALM and NMDs - Hedging Bank NMDs in an Environment of Extreme Low / Negative Rates, May 2022
FRTB: An Opportunity for Banks on the SA to Re-Assess Their VaR Models, June 2023