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ECB Staff Contribution to the European Commission’s Targeted Consultation on the Application of the Market Risk Prudential Framework

BIS: Goodbye Libor, Hello Basis Traders – Unpacking the Surge in Global Interest Rate Derivatives Turnover

IOSCO: Final Report on Pre-hedging

EBA: Competent Authorities Have Made Progress in their Approaches to the Supervision of CVA Risk

ISDA: Modernizing the FRTB - A Global Blueprint for Market Risk Reform

ESRB: Credit Default Swaps – Analysis and Policies