#FRTB
/ Featured Publications
The EBA Publishes Final Draft Technical Standards on Market Risk as Part of Its Roadmap for the Implementation of the Banking Package in the EU
The EBA Responds to the European Commission’s Delegated Act Postponing the Application of the Market Risk Framework in the EU
The EBA Publishes its Final Draft Technical Standards on Extraordinary Circumstances for Continuing the Use of Internal Models for Market Risk
The EBA Publishes Final Standards for Assessing the Materiality of Extensions and Changes to New Market Risk Internal Models
The EBA Consults on Draft Technical Standards on Residual Risk Add-On Hedges under the Fundamental Review of the Trading Book
The EBA Revises Reporting Requirements for Market Risk
EBA Consults on standards for Supervisors Assessing the New Market Risk Internal Models under the FRTB (EBA/CP/2023/04)
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
EU Implementation of FRTB: Regulatory Technical Standard on the Internal Model Approach
The Effect of the FRTB in the CVA Risk Framework (Rev)
Argo Magazine N.11 - Winter 2016
On the dynamic replication of the DVA: do banks hedge their debit value adjustment or their destroying value adjustment?
