| Algorithmic trading, high-frequency trading: implications for MiFID II and market abuse regulation (MAR) in the EU R Sadaf, O McCullagh, B Sheehan, C Grey, E King, M Cunneen High-frequency Trading: Implications for MiFID II and Market Abuse …, 2021 | 6 | 2021 |
| On the benefits of insurance and disaster risk management integration for improved climate-related natural catastrophe resilience B Sheehan, M Mullins, D Shannon, O McCullagh Environment Systems and Decisions 43 (4), 639-648, 2023 | 5 | 2023 |
| The fundamental review of the trading book: implications for portfolio and risk management in the banking sector O McCullagh, M Cummins, S Killian Journal of Money, Credit and Banking 55 (7), 1785-1816, 2023 | 2 | 2023 |
| Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation O McCullagh, M Cummins, S Killian Journal of Banking Regulation 24 (3), 321-336, 2023 | 1 | 2023 |
| Evaluating VaR: a qualitative and quantitative impact study O McCullagh University of Limerick, 2019 | 1 | 2019 |
| Value-at-Risk: The unanticipated power of a practice-based accounting measure O McCullagh, S Killian, M Cummins Precarious Presents, Open Futures 34 (2), 408, 2019 | 1 | 2019 |
| Model Risk in Financial Markets: From Financial Engineering to Risk Management M Cummins, O McCullagh, B Murphy Quantitative Finance 16 (9), 1333-1337, 2016 | 1 | 2016 |
| Mathematics anxiety in undergraduate business studies students O McCullagh, M Ryan, O Fitzmaurice Teaching Mathematics and its Applications: An International Journal of the …, 2024 | | 2024 |
| Critical evaluation of the World Bank Pandemic Emergency Financing Facility (PEF) structure O McCullagh 33rd Annual Irish Accounting and Finance Association (IAFA) Conference and …, 2021 | | 2021 |
| The World Bank Pandemic Emergency Financing Facility: A critical evaluation in the aftermath of Covid-19 O McCullagh, B Sheehan Centre for Social and Environmental Accounting Research (CSEAR) Ireland, 2021 | | 2021 |
| Evaluating VaR: An examination of the influence of FRTB on market risk model optimisation O McCullagh, S Killian, M Cummins 32nd Annual Irish Accounting and Finance Association (IAFA) Conference and …, 2019 | | 2019 |
| Evaluating VaR using a Sociology of Quantification Frame O McCullagh 31st Annual Irish Accounting and Finance Association (IAFA) Conference and …, 2018 | | 2018 |
| Endurance of Inaccurate Models: Understanding the Persistence of Value-at-Risk O McCullagh, S Killian, M Cummins Available at SSRN 4559762, 0 | | |
Mark CumminsProfessor of Financial Technology, University of StrathclydeVerified email at strath.ac.uk
