#Basel IV
/ Featured Publications
Advances in Incremental Valuation of Financial Contracts and Definition of the Economic Meaning of the Capital Value Adjustment (KVA)
EBA Consults on standards for Supervisors Assessing the New Market Risk Internal Models under the FRTB (EBA/CP/2023/04)
Credit Risk: Basel IV Regulatory Framework and New Frontiers
Argo Magazine N.21 - 2022
2019 FRTB Review - Main Interventions
Synergies and Challenges in the Implementation of Basel IV Regulations Process
The Effects of FRTB in the CVA Risk Framework
Final Draft RTS - FX Risk or Commodity Risk in Non-Trading Book Positions under FRTB
Argo Collection N.01 - 2020 - Basel IV: Revision and Challenges - A Focus on Market Risk
FRTB - The Alternative IMA
Overview of CVA Framework Main Revisions
Structural FX Provision Final Guidelines (EBA/GL/2020/09) on the Treatment of Structural FX
EU Implementation of FRTB: Regulatory Technical Standard on the Internal Model Approach
SA-CCR: Overview on Methodology and Challenges of the Revised Framework
Calendar Provisioning: An Overview
New Challenge on SA-CCR: an Overview on Implementation Process
Structural FX (S-FX) Provision EBA CP on the treatment of structural FX under 352(2) CRR
SA-CCR Implications and Challenges of the New Regulation
The Effect of the FRTB in the CVA Risk Framework (Rev)
On the dynamic replication of the DVA: do banks hedge their debit value adjustment or their destroying value adjustment?