Publications and Preprints

Preprints

  • McWalter, Thomas A.; Kienitz, Jörg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. Dynamic Initial Margin Estimation Based on Quantiles of
    Johnson Distributions
    , Working Paper, SSRN 03/18
  • O’Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A.. A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk, SSRN 12/2017

Peer-Reviewed Articles

Thesis

Other publications

Invited talks