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  • Your search results: "Prorokowski, Lukasz"
Showing 1 - 20 results of 60 for search '"Prorokowski, Lukasz"', query time: 1.27s Narrow search
  • 1
    Cover Image Journal Article
    Revised standardised approach for credit risk in practice
    by 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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  • 2
    Cover Image Journal Article
    Environmental Risk Index for financial services firms
    by 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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  • 3
    Cover Image Journal Article
    Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets
    by 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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  • 4
    Cover Image Journal Article
    MiFID II compliance – are we ready?
    by 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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  • 5
    Cover Image Journal Article
    Lessons from financial crisis contagion simulation in Europe
    by 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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  • 6
    Cover Image Journal Article
    Bank’s perspective on regulatory-driven changes to collateral management
    by 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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  • 7
    Cover Image Journal Article
    Economic performance, export, systemic barriers and equity investments in innovative companies: Evidence from Poland
    by 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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  • 8
    Cover Image Journal Article
    Targeting IPOs from the Central European emerging stock markets (CEESM) of Poland during the global financial crisis
    by 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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  • 9
    Cover Image Journal Article
    The Changing Role of a Bank's Treasury
    by 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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  • 10
    Cover Image Journal Article
    Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk
    by 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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  • 11
    Cover Image Journal Article
    Assessment of cross-border implications of economic and financial information for central European emerging stock market of Poland in times of the current financial crisis
    by 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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  • 12
    Cover Image Journal Article
    Reviewing Pillar 2 regulations: credit concentration risk
    by 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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  • 13
    Cover Image Journal Article
    Recovery from the current banking crisis
    by 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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  • 14
    Cover Image Journal Article
    Trading strategies of individual investors in times of financial crisis
    by 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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  • 15
    Cover Image Journal Article
    Comparison of practitioners' views on managing equity investments: Evidence from Poland
    by Prorokowski, Lukasz   Roszkowska, Paulina Published in Baltic Journal of Management (01.04.2014)
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  • 16
    Cover Image Journal Article
    FVA – Sailing on the uncharted waters
    by 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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  • 17
    Cover Image Journal Article
    Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR
    by 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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  • 18
    Cover Image Journal Article
    Comprehensive risk measure – current challenges
    by 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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  • 19
    Cover Image Journal Article
    Is investing in innovation an effective strategy in times of crisis? Some evidence from Poland
    by 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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  • 20
    Cover Image Journal Article
    Validation of index and benchmark assignment: adequacy of capturing tail risk
    by Prorokowski, Lukasz Published in Journal of risk model validation (01.12.2019)
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