Market Risk

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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

JIT

ECB Guide to Internal Models 2024: Market Risk

JIT

ECB Guide to Internal Models 2024: Counterparty Credit Risk

JIT

EBA Report on the 2023 Market Risk Benchmarking Exercise

JIT

ECB - Guide on Effective Risk Data Aggregation and Risk Reporting

JIT

ECB – Market Risk Level SREP Methodology

JIT

Sound Practices in Counterparty Credit Risk Governance and Management ECB/2023/06

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