#CCR

/ Featured Publications

Pill

SIFMA, ICI, DTCC - “T+1 After Action Report” Industry Coordination Led to Successful Transition, Reducing Risk and Costs in the System

Pill

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

JIT

ECB Guide to Internal Models 2024: Counterparty Credit Risk

Pill

Basel Committee Publishes Consultation on Guidelines for Counterparty Credit Risk Management

Pill

The EBA Consults on Draft Technical Standards on the Specification of Long and Short Positions under the Derogations for Market and Counterparty Risks

Pill

T+1 Feedback Report Shows Mixed Impacts of Shortening the Settlement Cycle in the EU

Pill

EMIR 3.0, an Unfortunate Case of the National Interest Outshining the European Interest

Pill

Updates Guide to Internal Models

Pill

Publish Discussion Paper and Call for Comments on Streamlining Variation Margin in Centrally Cleared Markets

Pill

IOSCO Seeks Feedback on Post Trade Risk Reduction Services

Pill

Report Sets Out Recommendations for Good Margin Practices in Non-Centrally Cleared Markets

Pill

Transparency and Responsiveness of Initial Margin in Centrally Cleared Markets: Review and Policy Proposals

Pill

ESAs Propose Extending the EMIR Equity Option Exemption

JIT

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

Argo Magazine

Argo Magazine N.22 - 2022

RPS

A Quantization Overview to Credit Counterparty Risk

Argo Magazine

Argo Magazine N.20 - 2021

JIT

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

JIT

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

Argo Collection

Argo Collection N.01 - 2020 - Basel IV: Revision and Challenges - A Focus on Market Risk

JIT

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

Argo Magazine

Argo Magazine N.18 - 2020

RPS

New Challenge on SA-CCR: an Overview on Implementation Process

RPS

SA-CCR Implications and Challenges of the New Regulation

Argo Magazine

Argo Magazine N.06 - Spring 2015

JIT

Counterparty Risk: Wrong Way Risk and Liquidity Issues

JIT

An Introduction to Counterparty Risk

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