Research papers

d-fine's consultants have produced a large body of research papers over the years, mostly during the course of their intensive university-level training programmes. 


To make it easier for you to browse through them, the papers have been classified according to their subject matter.  See below for a list of the topics covered. Click any of the links for an overview of our master's papers on that topic. 


If you are interested in any of the papers listed, just send us a request by e-mail

We would be delighted to send you the article or report in question.


Asset management and portfolio optimisation

Asset liability and portfolio management

Energy risks

Credit derivatives

Credit risk and Basel III

Market risk

Numerical and theoretical principles

Economic capital


Risk models