#FRTB

/ Featured Publications

Pill

The EBA Consults on Draft Technical Standards on Residual Risk Add-On Hedges under the Fundamental Review of the Trading Book

Pill

The EBA Revises Reporting Requirements for Market Risk

JIT

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

RPS

2019 FRTB Review - Main Interventions

RPS

Synergies and Challenges in the Implementation of Basel IV Regulations Process

RPS

The Effects of FRTB in the CVA Risk Framework

JIT

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

Argo Collection

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

JIT

FRTB - The Alternative IMA

JIT

Overview of CVA Framework Main Revisions

JIT

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

RPS

2019 FRTB Review - Main Interventions

RPS

The Effect of the FRTB in the CVA Risk Framework (Rev)

RPS

The Effect of the FRTB in the CVA Risk Framework (Rev)

Argo Magazine

Argo Magazine N.11 - Winter 2016

RPS

On the dynamic replication of the DVA: do banks hedge their debit value adjustment or their destroying value adjustment?

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