#CCR
/ Featured Publications
SIFMA, ICI, DTCC - “T+1 After Action Report” Industry Coordination Led to Successful Transition, Reducing Risk and Costs in the System
The EBA Publishes Amendments to Counterparty Credit Risk Standards as Part of its New Roadmap for the Implementation of the Banking Package in the EU
ECB Guide to Internal Models 2024: Counterparty Credit Risk
Basel Committee Publishes Consultation on Guidelines for Counterparty Credit Risk Management
The EBA Consults on Draft Technical Standards on the Specification of Long and Short Positions under the Derogations for Market and Counterparty Risks
T+1 Feedback Report Shows Mixed Impacts of Shortening the Settlement Cycle in the EU
EMIR 3.0, an Unfortunate Case of the National Interest Outshining the European Interest
Updates Guide to Internal Models
Publish Discussion Paper and Call for Comments on Streamlining Variation Margin in Centrally Cleared Markets
IOSCO Seeks Feedback on Post Trade Risk Reduction Services
Report Sets Out Recommendations for Good Margin Practices in Non-Centrally Cleared Markets
Transparency and Responsiveness of Initial Margin in Centrally Cleared Markets: Review and Policy Proposals
ESAs Propose Extending the EMIR Equity Option Exemption
Sound Practices in Counterparty Credit Risk Governance and Management ECB/2023/06
Argo Magazine N.22 - 2022
A Quantization Overview to Credit Counterparty Risk
Argo Magazine N.20 - 2021
Targeted Review of Internal Models: Focus on Market Risk and Counterparty Credit Risk
EBA RTS on the Determination of Indirect Exposures to Underlying Clients of Derivative and Credit Derivative Contracts
Argo Collection N.01 - 2020 - Basel IV: Revision and Challenges - A Focus on Market Risk
SA-CCR: Overview on Methodology and Challenges of the Revised Framework
Argo Magazine N.18 - 2020
New Challenge on SA-CCR: an Overview on Implementation Process
SA-CCR Implications and Challenges of the New Regulation
Argo Magazine N.06 - Spring 2015
Counterparty Risk: Wrong Way Risk and Liquidity Issues
An Introduction to Counterparty Risk