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Hubert Prorokowski

University of San Francisco

7

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13

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

2020 The Journal of Risk Finance
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Reviewing Pillar 2 regulations: credit concentration risk

2019 Journal of Financial Regulation and Compliance
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Solutions for risk data compliance under BCBS 239

2015 Journal of Investment Compliance
- Lukas Prorokowski
- Hubert Prorokowski
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FVA – Sailing on the uncharted waters

2015 Journal of Financial Regulation and Compliance
- Lukasz Prorokowski
- Hubert Prorokowski
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Comprehensive risk measure - current challenges

2014 Journal of Financial Regulation and Compliance
- Lukasz Prorokowski
- Hubert Prorokowski
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Organisation of compliance across financial institutions

2014 Journal of Investment Compliance
- Lukasz Prorokowski
- Hubert Prorokowski
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Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR

2014 Journal of Financial Regulation and Compliance
- Lukasz Prorokowski
- Hubert Prorokowski
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