| 2009-55 | ALM | Loan Deposit Ratio - New and Improved |
| 2009-54 | ALM | Liquidity Cost Models put into Practice |
| 2009-53 | ALM | Liquidity Management – road works ahead! |
| 2007-48 | ALM | Corporate Finance – Optimising the liabilities side |
| 2007-47 | ALM | The Future of ALM – Leading banks present their concepts |
| 2007-46 | ALM | 100 per cent equity allocation for the treasury? |
| 2006-45 | ALM | Fair Value Option under IFRS |
| 2006-43 | ALM | Credit Spread Forecast for ALM |
| 2005-38 | ALM | High Tech in Asset & Liability Management |
| 2004-36 | ALM | Asset Liability Management - the European state-of-the-art |
| 2004-34 | ALM | Total Bank Management with RORAC |
| 2003-30 | ALM | Interest Risk Measurement in the Banking Book |
| 2002-27 | ALM | Mapping CMF Positions using Replication Portfolios |
| 2002-26 | ALM | Interest Rate Risk Assessment in accordance with Basel II |
| 2008-52 | Corporate Treasury | Managing balance sheet volatility – when the dust has settled |
| 2008-50 | Corporate Treasury | The impact of the subprime crisis on corporate financing |
| 2005-40 | Corporate Treasury | State-of-the-Art in Corporate Treasury |
| 2003-31 | Corporate Treasury | Corporate Treasury needs a solid basis |
| 2008-49 | CRM | Decision-oriented credit risk reports |
| 2006-42 | CRM | How to build credit risk models for regional banks |
| 2004-34 | CRM | Sound Calculation for Probability of Default (PD) |
| 2003-32 | CRM | The Future of Corporate Credit Rating Systems |
| 2002-28 | CRM | The Basel II gap is shrinking |
| 2010-56 | Management | Financial markets in a nutshell – Slovakia |
| 2006-44 | Management | Is Value-based Management a Must? |
| 2006-43 | Management | Finance Trainer RegionalBANKINGStudy 2006 |
| 2003-29 | Management | Leadership Programmes in Times of Rapid Change |
| 2001-25 | Management | Does Europe need an independent capital market? |
| 2003-33 | Private Banking | Value at Risk in Private Asset Allocation |
| 2010-56 | Treasury | Benchmarking treasury prop trading |
| 2010-56 | Treasury | Even textbooks can err |
| 2009-53 | Treasury | Valuing short-term interest rate swaps |
| 2008-51 | Treasury | CEE growth impact on treasury and asset management |
| 2008-51 | Treasury | Liquidity spread trading |
| 2008-49 | Treasury | Quantifying skew effects in the FX options book |
| 2007-48 | Treasury | How to calculate interest swap rates for stub periods |
| 2007-47 | Treasury | Plain Vanilla Interest Rate Swaps |
| 2007-46 | Treasury | Valuating Credit Default Swaps (CDS) |
| 2006-45 | Treasury | Mapping and pricing of digital payout options |
| 2006-42 | Treasury | Barrier Options |
| 2005-41 | Treasury | Yield Enhancemant and Portfolio Management using iTraxx Products |
| 2005-41 | Treasury | Mapping and Management of Convexity Effects |
| 2005-40 | Treasury | Pricing Steepeners |
| 2005-38 | Treasury | Blind Spot in the Money Market - feedback on readers mails |
| 2004-37 | Treasury | A blind spot in the money market |
| 2004-37 | Treasury | Swap Spreads - Cause and Effect |
| 2004-36 | Treasury | Stress test requirements |
| 2004-35 | Treasury | Banks without Treasury - a realistic scenario? |
| 2004-35 | Treasury | A successful triangle |
| 2004-35 | Treasury | ACI Exams are state of the art |
| 2004-35 | Treasury | Pricing of In-Area Fixing Transactions |
| 2004-34 | Treasury | Highest ACI Pass Ratios worldwide |
| 2003-33 | Treasury | How to Compute Credit Spread Benchmarks |
| 2003-32 | Treasury | Pricing of Asset Swaps |
| 2003-30 | Treasury | NEW: One Month EONIA-indexed Future |