IRRBB & Liquidity Risk

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Basel Framework

Behavioural Models

ALM: Stress Testing and Balance Sheet Forecasts

IRRBB, CSRBB, Liquidity

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Featured Articles

JIT

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

JIT

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

RPS

Managing IRRBB: Overview of the New EBA Guidelines and the Importance of an Advanced Sight-deposits Behavioural Model

JIT

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

JIT

2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting

JIT

2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB

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