Just In Time
11/04/2024 IRRBB & Liquidity Risk

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

12/03/2024 ESG Risk

EBA Consultation Paper Draft Guidelines on the Management of ESG Risks

12/03/2024 ESG Risk

ECB Report on Risks from Misalignment of Banks’ Financing with the EU Climate Objectives

28/01/2024 IRRBB & Liquidity Risk

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

23/01/2024 Credit Risk

ECB - SSM Supervisory Priorities 2024-2026

16/01/2024 Credit Risk

ECB - Aggregated Results of SREP 2023

02/01/2024 Model Risk

BIS - Progress in Adopting the Principles for Effective Risk Data Aggregation and Risk Reporting

11/12/2023 ESG Risk

EBA Report on the Role of Environmental and Social Risk in the Prudential Framework (EBA/REP/2023/34)

07/11/2023 Technology

The Crypto Ecosystem: Key Elements and Risks

26/09/2023 Credit Risk

EBA Supervisory Handbook​ on the Validation of Rating Systems​ Under the Internal Ratings-Based Approach​ - Part 2

26/09/2023 Credit Risk

EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 1

19/09/2023 Stress Test

2023 EBA Stress Test Results

12/09/2023 Technology

Digital Assets: A Regulatory Overview

08/09/2023 Technology

EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models

05/09/2023 Market Risk

ECB - Guide on Effective Risk Data Aggregation and Risk Reporting

05/09/2023 ESG Risk

EBA - One-off Fit-for-55 Climate Risk Scenario Analysis

08/08/2023 Banking System

“Cambiali Finanziarie”: A New Perspective for the Italian Papers Market

08/08/2023 ESG Risk

European Commission – Proposal for a Regulation on the Transparency and Integrity of ESG Rating Activities

01/08/2023 ESG Risk

EBA Progress Report on Greenwashing Monitoring and Supervision

28/07/2023 Market Risk

ECB – Market Risk Level SREP Methodology

25/07/2023 IRRBB & Liquidity Risk

Behavioral Modelling and ALM A Scenario Analysis on the Italian Banking System

18/07/2023 AML/CFT

EBA - ML/FT Risk Management by Payments Institutions

11/07/2023 Market Risk

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

04/07/2023 Credit Risk

ECB – Credit Risk Level SREP Methodology

20/06/2023 AML/CFT

Crypto-asset Service Providers Introduction on ML/TF Risk Factors Guidelines

13/06/2023 ESG Risk

L’impatto del Rischio Alluvione sulla Ricchezza Immobiliare in Italia

13/06/2023 AML/CFT

UIF - Nuovi Indicatori di Anomalia

23/05/2023 Market Risk

EIOPA YE2021 Comparative Study on Market and Credit Risk Modelling

16/05/2023 ESG Risk

Climate-related Financial Disclosures of the Eurosystem’s Corporate Sector Holdings for Monetary Purposes

02/05/2023 Market Risk

EBA Consults on standards for Supervisors Assessing the New Market Risk Internal Models under the FRTB (EBA/CP/2023/04)

19/04/2023 Credit Risk

EBA Report on the 2022 Benchmarking Exercise on Credit Risk

19/04/2023 Market Risk

EBA Report on the 2022 Benchmarking Exercise on Market Risk

11/04/2023 Market Risk

EURIBOR: Scenari di Fallback e Tassi €STR Term

04/04/2023 Technology

CEPS - Definition of Artificial Intelligence

14/03/2023 Banking System

ECB - Aggregated Results of SREP 2022

07/03/2023 Market Risk

Stress Test EBA 2023

07/03/2023 ESG Risk

ECB Staff Opinion on the First Set of European Sustainability Reporting Standards

28/02/2023 IRRBB & Liquidity Risk

2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting

21/02/2023 ESG Risk

ECB – Towards Climate-related Statistical Indicators

21/02/2023 Technology

AI Risk Management Framework

07/02/2023 Technology

Digital Operational Resilience Act - DORA

31/01/2023 Credit Risk

BCBS – Frequently Asked Questions on Climate-Related Financial Risks Focus on Credit Risk

16/01/2023 ESG Risk

ECB: Thematic Review on Climate and Environmental Risks

10/01/2023 ESG Risk

ECB Climate Stress Test – Overview on Best Practices

10/01/2023 AML/CFT

Virtual Asset: Aggiornamenti sulle Operazioni Sospette

22/12/2022 Credit Risk

ECB - SSM Supervisory Priorities 2023-2025

22/12/2022 IRRBB & Liquidity Risk

2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB

22/12/2022 IRRBB & Liquidity Risk

2022 EBA Final Draft on RTS on Standardized Approach and Simplified Standardized Approach for IRRBB

22/12/2022 IRRBB & Liquidity Risk

2022 EBA Guidelines on IRRBB and CSRBB

15/11/2022 Market Risk

EBA 2023 EU-wide Stress Test Market Risk

11/10/2022 Technology

Machine Learning Framework

04/10/2022 Model Risk

Challenger Models: Methodological Approach and Use

20/09/2022 AML/CFT

AML/CFT Colleges in European Union: Evidences from EBA

06/09/2022 AML/CFT

Regolamento (UE) 1273/2022 - Nuovi Obblighi di Comunicazione

02/08/2022 ESG Risk

Climate Risk Stress Test 2022​

26/07/2022 Model Risk

Bank of England – PRA: Model Risk Management Principles for Banks

05/07/2022 ESG Risk

Capturing Risk Differentials from Climate-related Risks

28/06/2022 ESG Risk

Climate Risk Measurement of Asset Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS)

24/05/2022 Banking System

Nuove Normative Fiscali alla Luce della Riforma Benchmark

24/05/2022 ESG Risk

EBA - Discussion Paper “The Role of Environmental Risks in the Prudential Framework"

17/05/2022 Credit Risk

ECB Levereged Transactions – Supervisory Expectations Regarding the Design and Functioning of RAF and High Levels of Risk Taking

10/05/2022 ESG Risk

Banca d'Italia - Aspettative di Vigilanza sui Rischi Climatici e Ambientali

03/05/2022 Technology

Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning

03/05/2022 Technology

Corporate Default Forecasting with Machine Learning

26/04/2022 IRRBB & Liquidity Risk

ESMA GL on Liquidity Stress Testing in UCITS and AIFs: Supervisory Expectations and Possible Challenges

19/04/2022 Credit Risk

Banca d’Italia Indagine sulla Gestione delle Inadempienze Probabili

12/04/2022 Credit Risk

EBA Report on the 2021 Credit Risk Benchmarking Exercise

12/04/2022 Market Risk

EBA Report on the 2021 Market Risk Benchmarking Exercise

05/04/2022 ESG Risk

The Pricing of Green Bonds: External Reviews and the Shades of Green

08/03/2022 Banking System

ECB: Aggregated Results of SREP 2021

22/02/2022 ESG Risk

The Low-carbon Transition, Climate Commitments and Firm Credit Risk

25/01/2022 Technology

Machine Learning for IRB Models EBA/DP/2021/04

17/01/2022 AML/CFT

AML/CFT: The Risk‐Based Supervision Guidelines of European Banking Authority

23/12/2021 Technology

Causal AI: Not the AI You Use to Know

22/12/2021 ESG Risk

IOSCO - Environmental, Social and Governance (ESG) Ratings and Data Products Providers

21/12/2021 Technology

AI Fairness: Addressing Ethical and Reliability Concerns in AI Adoption

14/12/2021 ESG Risk

ECB: The State of Climate and Environmental Risk Management in the Banking Sector

23/11/2021 ESG Risk

Principles for the Effective Management and Supervision of Climate-related Financial Risks

16/11/2021 Market Risk

LIBOR Sintetico: Principali Evidenze e Caratteristiche dei Nuovi Tassi

28/10/2021 ESG Risk

2022 SSM Climate Risk Stress Test: Scope, Scenarios and Methodology provided by ECB to Banks

26/10/2021 Technology

European Commission - Regulation on Artificial Intelligence

14/10/2021 ESG Risk

ECB Economy-wide Climate Stress Test: Methodology and Results

06/10/2021 Technology

The Use of AI and ML by Market Intermediaries and Asset Managers: IOSCO Final Report Review

05/10/2021 Technology

EBA Analysis of RegTech in the EU Financial Sector: Deep Dives into RegTech Segments

28/09/2021 Technology

Big Data and Artificial Intelligence: Principles for the Use of Algorithms in Decision-making Processes

21/09/2021 Technology

EBA Analysis of RegTech in the EU Financial Sector

14/09/2021 AML/CFT

FATF Evidences on Money Laundering from Environmental Crime

02/09/2021 Stress Test

EBA 2021 EU‐Wide Stress Test

21/07/2021 ESG Risk

EBA Report on Management and Supervision of ESG Risks for Credit Institutions and Investment Firms

20/07/2021 ESG Risk

ESG: Climate-related Risk and Financial Stability

01/07/2021 ESG Risk

ESG: EBA - Mapping Climate Risk: Main Findings from the EU-wide Pilot Exercise

22/06/2021 ESG Risk

SFDR: The European SFDR Regulation on ESG Disclosure in Finance

16/06/2021 ESG Risk

ESG: BIS – Climate-related Risks – Measurement Methodologies and their Transmission Channels

15/06/2021 Model Risk

Machine Learning e Model Risk Management

01/06/2021 ESG Risk

Climate Change Risks: Overview, Supervisory Expectations and Implications for Financial Institutions

26/05/2021 ESG Risk

Climate Stress Test Banque de France’s First Pilot Exercise: Main Results and Methodology - Focus on Transition Risk

25/05/2021 Credit Risk

Targeted Review of Internal Models: Focus on Credit Risk

10/05/2021 ESG Risk

ECB Guide on Climate-Related and Environmental Risks: Supervisory Expectations

07/05/2021 Market Risk

Targeted Review of Internal Models: Focus on Market Risk and Counterparty Credit Risk

26/03/2021 Market Risk

EBA RTS on the Determination of Indirect Exposures to Underlying Clients of Derivative and Credit Derivative Contracts

16/02/2021 IRRBB & Liquidity Risk

Interest Rate Risk in the Banking Book

19/01/2021 Market Risk

Final Draft RTS - FX Risk or Commodity Risk in Non-Trading Book Positions under FRTB

19/01/2021 Credit Risk

Vulnerability Analysis on Italian Banks during the Covid-19 Pandemic

22/12/2020 Stress Test

EBA 2021 EU-wide Stress Test Methodological Differences for Market and Credit Risks between 2021 and 2020 Exercises

02/12/2020 Market Risk

FRTB - The Alternative IMA

01/12/2020 Market Risk

Overview of CVA Framework Main Revisions

02/11/2020 Market Risk

Structural FX Provision Final Guidelines (EBA/GL/2020/09) on the Treatment of Structural FX

09/10/2020 Technology

The Use of AI and ML by Market Intermediaries and Asset Managers

01/07/2020 Technology

Smart Working e Strumenti di Monitoraggio

09/06/2020 Market Risk

EU Implementation of FRTB: Regulatory Technical Standard on the Internal Model Approach

08/06/2020 ESG Risk

Guide on Climate-Related and Environmental Risks

05/06/2020 Credit Risk

EBA Guidelines on Loan Origination and Monitoring

04/06/2020 Market Risk

SA-CCR: Overview on Methodology and Challenges of the Revised Framework

01/06/2020 Technology

Guidelines on ICT and Security Risk Management

06/05/2020 Model Risk

Model Risk Management: Guidelines to an Effective Implementation

05/05/2020 Market Risk

Calendar Provisioning: An Overview

04/05/2020 Credit Risk

Covid-19 Regulatory and Supervisory Response to Facilitate Lending

07/04/2020 Credit Risk

Covid-19 Impatti Economici: Analisi a Confronto

03/04/2020 Credit Risk

Covid-19 Measures to Mitigate Credit Risk EBA and BIS Initiatives

01/04/2020 Credit Risk

Covid-19 Impact Analysis on Italy's Sovereign Risk

06/03/2020 Credit Risk

Guidelines on CRM for Banks Applying the A-IRB

05/03/2020 Technology

Smart Working e Sistemi a Supporto

02/03/2020 Credit Risk

Covid-19 Analisi di Impatto sulle Probabilità di Fallimento delle Società Non Finanziarie in Italia

03/02/2020 Market Risk

Structural FX (S-FX) Provision EBA CP on the treatment of structural FX under 352(2) CRR

01/02/2020 ESG Risk

Climate Change Risk Overview on the Regulatory and Supervisory Evolution

03/12/2019 Credit Risk

EBA Draft Guidlines on Loan Originitation and Monitoring

01/11/2019 Stress Test

EBA 2020 EU-wide Stress Test Market Risk

02/02/2012 IRRBB & Liquidity Risk

Interrelations Amongst Liquidity, Market and Credit Risks: Some Proposals for Integrated Approaches

03/02/2011 Market Risk

Counterparty Risk: Wrong Way Risk and Liquidity Issues

01/02/2011 Market Risk

An Introduction to Counterparty Risk