EBA Identifies Key Supervisory Areas as Part of the European Supervisory Examination Programme for 2025

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

EBA Calls for Caution Amid Rising Geopolitical Risks for the EU/EEA Banking Sector

Profitability of EU Banks Remains Resilient although the Sector is Confronted with Materialising Credit Risks

CBDC and Banks - Disintermediating Fast and Slow

Digital Euro Safeguards – Protecting Financial Stability and Liquidity in the Banking Sector

FSB Proposes Measures to Enhance the Liquidity Preparedness of Non-Bank Market Participants for Margin and Collateral Calls During Times of Market-Wide Stress

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

New Paper on Liquidity and Resilience in the Core European Sovereign Bond Markets

ESMA Steps up its Monitoring of EU Alternative Investment Funds and Sees Potential Risks in Funds Exposed to Leverage and Liquidity Mismatches

The EBA Publishes an Analysis of Specific Aspects of the Net Stable Funding Ratio Framework

Destabilisation of Bank Deposits across Destinations: Assessment and Policy Implications

Banks Remain Robust but Higher Interest Rates could Impact their Asset Quality

FSB and IOSCO Publish Policies to Address Vulnerabilities from Liquidity Mismatch in Open-Ended Funds

EU Banks’ Liquidity Coverage Ratio Declined but Remains well above the Minimum Requirement

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

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

ECB - SSM Supervisory Priorities 2023-2025

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

The Propagation of Liquidity Shocks in the Interbank Market:an Analysis on Systemic Risk

Argo Magazine N.19 - 2020

Towards a Theory of Internal Valuation and Transfer Pricing of Products in a Bank: Funding, Credit Risk and Economic Capital (Rev)

Argo Magazine N.15 - 2019

Argo Magazine N.14 - 2018

Argo Magazine N.13 - 2018

Benchmark Framework for NMDM

Argo Magazine N.05 - Winter 2015

Pricing of derivatives contracts under collateral agreements: liquidity and funding value adjustments

Sight deposit and non-maturing liability modelling

Interrelations Amongst Liquidity, Market and Credit Risks: Some Proposals for Integrated Approaches

Funding, liquidity, credit and counterparty links and implications

Counterparty Risk: Wrong Way Risk and Liquidity Issues