#Market Risk
/ Featured Publications
Bank of Italy: Modelling Transition Risk-adjusted Probability of Default
European Commission Proposes to Postpone by One Additional Year the Market Risk Prudential Requirements Under Basel III
ESCB Reply to the European Commission’s Targeted Consultation on Integration of EU Capital Markets
ECB: Reading the Market’s Pulse - Monitoring Investors’ Risk Appetite
ECB: Hidden Leverage and Blind Spots - Addressing Banks’ Exposures to Private Market Funds
ISDA: Collateral and Liquidity Efficiency in the Derivatives Market - Navigating Risk in a Fragile Ecosystem
EBA - Report on the 2024 Market Risk Benchmark Exercise
Bankit: Market Risk of Securities Held by Italian Banks and Insurance Companies
ESMA Provides Guidance on MiCA Best Practices
EBA Report Results from the 2024 Market Risk Benchmarking Exercise – FRTB ASA
EBA Report Results from the 2024 Market Risk Benchmarking Exercise – IMA
European Commission Launches Consultation on EU Approach on Market Risk Rules for Banks
ISDA: The Value of OTC Derivatives - Empowering Organizations to Manage Risks, Enhance Returns and Optimize Liquidity
European Commission Launches a Targeted Consultation on Commodity Derivatives Markets
EIOPA Dashboard Risk: Market Risk Focus
European Parliament and Council Finalise Review of the Benchmarks Regulation
ECB: SREP 2024 and SSM Priorities 2025-2027
The EBA Publishes Final Draft Technical Standards on the Conditions for Determining Whether an Instrument Attracting Residual Risk Acts as a Hedge
Banque de France: Do Green Sovereign Bonds Benefit from a Green Premium?
EBA: EU Banks Continue to be Robust Although Risks from Geopolitical Tensions and Cyber Threats Remain Significant
ECB: Complex Exposures to Private Equity and Credit Funds Require Sophisticated Risk Management
EIOPA Recommends a Dedicated Prudential Treatment for Insurers’ Fossil Fuel Assets to Cushion Against Transition Risks
Deutsche Bundesbank: Who Pays the Greenium and Why? A Decomposition