Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari
In: Journal of Banking & Finance, Vol. 62, p. 141-151, January 2016.

Measuring risk with multiple eligible assets
Erich Walter Farkas, Pablo Koch Medina, Cosimo-Andrea Munari
In: Mathematics and Financial Economics, Vol. 9 (No. 1), p. 3-27, January 2015.

Capital adequacy tests and limited liability of financial institutions
Pablo Koch Medina, Santiago Moreno-Bromberg, Cosimo-Andrea Munari
In: Journal of Banking and Finance, Vol. 51, p. 93-102, 2015.

Law-invariant risk measures: Extension properties and qualitative robustness
Pablo Koch Medina, Cosimo-Andrea Munari
In: Statistics & Risk Modeling, Vol. 31 (No. 3), p. 1-22, September 2014.

Capital levels and risk-taking propensity in financial institutions
Giovanni Barone-Adesi, Erich Walter Farkas, Pablo Koch Medina
In: Accounting and Finance Research, Vol. 3 (No. 1), p. 85-89, January 2014.

Capital Requirements with Defaultable Securities
Erich Walter Farkas, Cosimo-Andrea Munari, Pablo Koch Medina
In: Insurance: Mathematics and Economics, Vol. 55, p. 58-67, 2014.

Beyond cash-additive risk measures: When changing the numeraire fails
Erich Walter Farkas, Pablo Koch Medina, Cosimo-Andrea Munari
In: Finance and Stochastics, Vol. 18 (No. 1), p. 145-173, November 2013.

Risk measures and efficient use of capital
Philippe ARTZNER, Freddy DELBAEN, Pablo Koch Medina
In: ASTIN Bulletin, Vol. 39 (No. 1), p. 101-116, 2009.

Diversification, protection of liability holders and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari, Mario Sikic
arXiv, No. 1502.03252, June 2015.