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Market Risk Modeling

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The EBA Publishes a No-Action Letter and Technical Considerations to Support the Implementation of the Market Risk Framework for EU Banks

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The EBA Consults on Reporting Framework for Validation and Monitoring of ISDA Standard Initial Margin Model

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EBA, EIOPA and ESMA Propose Amendments to Bilateral Margin Requirements

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ESMA Calls on Firms to Finalise Preparations Ahead of T+1 Settlement Deadlines

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BOE-BaFin-BundesBank-CFTC-ESMA: 2025 CCP Global International Default Simulation - Key Findings and Observations

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BOE-PRA: Basel 3.1 - Adjustments to the Internal Model Approach (IMA) for Market Risk

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