#Market Risk

/ Featured Publications

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EBA Report Results from the 2024 Market Risk Benchmarking Exercise – FRTB ASA

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EBA Report Results from the 2024 Market Risk Benchmarking Exercise – IMA

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European Commission Launches Consultation on EU Approach on Market Risk Rules for Banks

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ISDA: The Value of OTC Derivatives - Empowering Organizations to Manage Risks, Enhance Returns and Optimize Liquidity

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European Commission Launches a Targeted Consultation on Commodity Derivatives Markets

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EIOPA Dashboard Risk: Market Risk Focus

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European Parliament and Council Finalise Review of the Benchmarks Regulation

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ECB: SREP 2024 and SSM Priorities 2025-2027

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The EBA Publishes Final Draft Technical Standards on the Conditions for Determining Whether an Instrument Attracting Residual Risk Acts as a Hedge

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Banque de France: Do Green Sovereign Bonds Benefit from a Green Premium?

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EBA: EU Banks Continue to be Robust Although Risks from Geopolitical Tensions and Cyber Threats Remain Significant

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ECB: Complex Exposures to Private Equity and Credit Funds Require Sophisticated Risk Management

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EIOPA Recommends a Dedicated Prudential Treatment for Insurers’ Fossil Fuel Assets to Cushion Against Transition Risks

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Deutsche Bundesbank: Who Pays the Greenium and Why? A Decomposition

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