BIS: Literature Review on Non-Maturity Deposit Stability - Established Factors and Recent Developments

ISDA: IRRBB Management in Emerging Market and Developing Economies - The Role of Derivatives in Supporting Financial Stability and Economic Development

EBA IRRBB Heatmap Implementation Second Phase: Medium/Long Term Action Plan

Banking on Assumptions? How Banks Model Deposit Maturities

EBA Report on IRRBB Heatmap Implementation (Second Phase: Medium/Long-Term Action Plan)

ECB: Banking on Assumptions? How Banks Model Deposit Maturities

ECB: Technical Data on the Financial Stability Impact of the Digital Euro

ECB: Digitalisation and Depositors’ Behaviour - Preliminary Reflections from Empirical Data

ECB: ALM Risks, Liquidity and Funding - a Supervisory Framework for Resilience and Stability

EBA: Risk Assessment Report Spring 2025

EBA IRRBB Heatmap Implementation

EBA Reflects on the Short/Medium Term Objectives of its Interest Rate Risk in the Banking Book Heatmap

ESRB Publishes Report on a Monitoring Framework for Systemic Liquidity Risks in Financial System

ECB: SREP 2024 and SSM Priorities 2025-2027

Depositor Behaviour and Interest Rate and Liquidity Risks in the Financial System

Net Interest Margin of EU/EEA Banks Slightly Decreased on a Quarterly Basis

Addressing Banks’ Vulnerability to Deposit Runs - Revisiting the Facts, Arguments and Policy Options

Recalibration of Shocks for Interest Rate Risk in the Banking Book

Behavioral Modelling and ALM​ - A Scenario Analysis on the Spanish Banking System​

Modelo Comportamental y ALM - Un Análisis de Escenarios sobre el Sistema Bancario Español

CBDC and Banks - Disintermediating Fast and Slow

Projecting Banks’ Net Interest Income; an Asset-Liability Approach, Applied to the Euro Area

EBA’s Risk Dashboard: EU Banks are Robust, but Signs of Credit Quality Deterioration are Becoming Apparent

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

The EBA Publishes its Heatmap Following Scrutiny of the Interest Rate Risk in the Banking Book

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

Destabilisation of Bank Deposits across Destinations: Assessment and Policy Implications

Argo Collection N.05 - 2023 - Winter

Managing IRRBB: Overview of the New EBA Guidelines and the Importance of an Advanced Sight-deposits Behavioural Model

Argo Magazine N.24 - Fall 2023

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting

2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB

2022 EBA Final Draft on RTS on Standardized Approach and Simplified Standardized Approach for IRRBB

2022 EBA Guidelines on IRRBB and CSRBB

ESMA GL on Liquidity Stress Testing in UCITS and AIFs: Supervisory Expectations and Possible Challenges

Interest Rate Risk in the Banking Book

Risk and Profitability of Sight Deposits in the Italian Banking Industry (Rev)

Analysis of the New Standards to Measure and Manage the Risk of the Banking Book Issued by BIS Committee

Argo Magazine N.12 - Winter 2018

Benchmark Framework for NMDM

Sight deposit and non-maturing liability modelling