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Data & Model Governance

Basel Framework (FRTB)

Pricing Libraries

CCR and xVAs Frameworks

Stress Testing

Market Risk Modeling

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Featured Articles

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EC Adopts Temporary Adjustments to Basel III Market Risk Rules to Safeguard EU Banks’ Competitiveness

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ESMA Consults on Revised Guidelines to Support Smoother Allocations and Confirmations under T+1

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IOSCO: Reports on the Evolution of Market Liquidity During the Trading Day for Equity Markets and on Extended Trading Hours for Equity Venues

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FIA: 24/7 Trading and Clearing - Exploring the Pathway Forward

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ISDA: Capital Models Benchmarking - A Framework for Counterparty Credit Risk Internal Models

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ESMA Launches a Call for Evidence on the Structure of European Equity Markets

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