Alexander Sokol, CEO and head of quant research of CompatibL, is author and co-author of a book Long-Term Portfolio Simulation - For XVA, Limits, Liquidity and Regulatory Capital and a number of papers:

Systemic Wrong Way Risk (working paper) by Michael Pykhtin (Federal Reserve Board), Alexander Sokol (CompatibL)

A Practical Guide to Monte Carlo CVA by Alexander Sokol (CompatibL), in “Lessons from the Financial Crisis” (A. Berd, editor), Risk Books, 2010

Modeling the Short Rate: The Real and Risk-Neutral Worlds by John C. Hull (University of Toronto - Rotman School of Management), Alexander Sokol (CompatibL), Alan White (University of Toronto - Rotman School of Management)