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Basel Framework
Behavioural Models
ALM: Stress Testing and Balance Sheet Forecasts
IRRBB, CSRBB, Liquidity
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Featured Articles
Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System
BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book
Managing IRRBB: Overview of the New EBA Guidelines and the Importance of an Advanced Sight-deposits Behavioural Model
2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting
2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB