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White Papers and Policy Responses: 2016
Title: Overview of Emerging Blockchain Architectures and Platforms for Transparency and Pre and Post Trade Reporting from Electronic Exchanges. (2016)
Journal: White Paper for Hong Kong Monetary Authority - joint with ASTRI (HK).
Peters G.W. and Vishnia G.R.
Title: Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2016)
Journal: White Paper for Bank of England.
Title: Standardized Measurement Approach: Pros and Cons. (2016)
Journal: Response to Basel Committee BIS 2016 consultative call for SMA proposal. June.
Peters G.W., Shevchenko P.V., Hassani, B. and Chapelle, A.
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