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Featured Articles

JIT

ECB - Guide on Effective Risk Data Aggregation and Risk Reporting

JIT

ECB – Market Risk Level SREP Methodology

JIT

Sound Practices in Counterparty Credit Risk Governance and Management ECB/2023/06

RPS

Advances in Incremental Valuation of Financial Contracts and Definition of the Economic Meaning of the Capital Value Adjustment (KVA)

JIT

EIOPA YE2021 Comparative Study on Market and Credit Risk Modelling

RPS

Quantum Monte Carlo Option Pricing

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