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1by Prorokowski, Lukasz Published in Journal of financial regulation and compliance (12.02.2018)“...Purpose Focusing on delivering practical implications, the purpose of this paper is to show optimal ways of calculating risk weights for public sector entities...”
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2by Prorokowski, Lukasz Published in Qualitative research in financial markets (01.02.2016)“...Purpose – This paper aims to provide an index benchmarking financial services firms against their environmental performance. The paper also introduces a new...”
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3by Prorokowski, Lukasz Published in The journal of risk finance (16.11.2015)“...Purpose – This paper aims to discuss ideas of factoring in external loss data to the internal loss data sets to obtain a true picture of operational losses for...”
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4by Prorokowski, Lukasz Published in Journal of financial regulation and compliance (11.05.2015)“...Purpose – This paper aims to discuss the impact of nascent Markets in Financial Instruments Directive (MiFID II) initiatives and, thus, to deliver practical...”
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5by Prorokowski, Lukasz Published in Studies in economics and finance (Charlotte, N.C.) (31.05.2013)“...Purpose - The current paper contributes to the vigorous debate about policies and regulations that would shield financial markets' participants from future...”
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6by Prorokowski, Lukasz Published in Journal of financial regulation and compliance (06.05.2014)“...Purpose – The aim of this paper is to discuss the impact of regulatory-driven changes to the collateral management landscape, indicating operational and...”
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7by Prorokowski, Lukasz Published in Qualitative research in financial markets (01.04.2014)“...Purpose - This paper attempts to provide insights into the functioning of innovative companies in times of the global financial crisis. In doing so, the...”
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8by Prorokowski, Lukasz Published in Qualitative research in financial markets (05.04.2013)“...Purpose - The purpose of this paper is to focus on Initial Public Offering (IPO) investments, performance and activity in times of the global financial...”
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9by Roszkowska, Paulina Prorokowski, Lukasz Published in Asia-Pacific journal of financial studies (01.12.2017)“...This study investigates the contemporary role of banks’ treasuries and shows how the treasury function is being transformed across the banking sector. Using a...”
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10by Prorokowski, Lukasz Deev, Oleg Prorokowski, Hubert Published in The journal of risk finance (06.07.2020)“...Purpose The use of risk proxies in internal models remains a popular modelling solution. However, there is some risk that a proxy may not constitute an...”
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11by Prorokowski, Lukasz Published in Qualitative research in financial markets (06.04.2012)“...Purpose - The current paper aims to expand an empirical assessment of correlations of the stock exchange in Poland with other stock markets and foreign...”
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12by Prorokowski, Lukasz Prorokowski, Hubert Bongfen Nteh, Georgette Published in Journal of financial regulation and compliance (08.07.2019)“...Purpose This paper aims to analyse the recent changes to the Pillar 2 regulatory-prescribed methodologies to classify and calculate credit concentration risk...”
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13by Prorokowski, Lukasz Published in Qualitative research in financial markets (04.10.2011)“...Purpose - Previous academic literature indicates that the case of the banking crises recovery, in view of implemented regulations and policies, differs across...”
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14by Prorokowski, Lukasz Published in Qualitative research in financial markets (12.04.2011)“...Purpose - The purpose of this paper is to investigate equity appraisal techniques employed by non-professional investors from the Central European emerging...”
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16by Prorokowski, Lukasz Prorokowski, Hubert Published in Journal of financial regulation and compliance (09.02.2015)“...Purpose – This report aims to investigate the approaches taken by financial institution to implement and compute the funding valuation adjustment (FVA). FVA...”
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17by Prorokowski, Lukasz Prorokowski, Hubert Published in Journal of financial regulation and compliance (04.11.2014)“...Purpose – The purpose of this paper is to outline how banks are coping with the new regulatory challenges posed by stressed value at risk (SVaR). The Basel...”
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18by Prorokowski, Lukasz Prorokowski, Hubert Published in Journal of financial regulation and compliance (08.07.2014)“...Purpose – This paper, based on case-studies with five universal banks from Europe and North America, aims to investigate which types of comprehensive risk...”
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19by Prorokowski, Lukasz Published in Innovation (North Sydney) (01.03.2014)“...The current financial crisis sparked debate about the ability of companies to resist negative effects of the global recession. This debate continued among...”
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