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ESSENTIAL SERVICES FOR FINANCIAL INSTITUTIONS

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HINTS & NEWS - 25/09/2025

ISDA: Credit Derivatives Trading Activity Reported in EU, UK and US Markets - First Half of 2025 and Second Quarter of 2025

MARKET VIEW - 22/09/2025

Strong and soft Crosscurrents

PILLS - 24/09/2025

ECB Consults on Managing Legacy NPEs in Less Significant Institutions

ARGO - 14/07/2025

Argo Magazine N.29 - Summer 2025

RPS - 15/09/2025

A Common Collateral Pooling Arrangement for Corporate Lending

JIT - 02/09/2025

Credit Risk Meets Large Language Models

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Bank of Italy: Modelling Transition Risk-adjusted Probability of Default

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Counterparty Credit Risk Exploratory Scenario Exercise

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ECB: SREP 2024 and SSM Priorities 2025-2027

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A Common Collateral Pooling Arrangement for Corporate Lending

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Argo Magazine N.29 - Summer 2025

Transform Your Business with Our Expertise

A Common Collateral Pooling Arrangement for Corporate Lending

Risks Aggregation, Tail Dependence and Beyond

Insurance Risk Solvency II EIOPA Tail dependence

Credit Risk Meets Large Language Models

P2P Lending Information Asymmetry Large Language Models

Counterparty Credit Risk Exploratory Scenario Exercise

NBFI CCR exploratory scenario

Guidelines for Integrating ESG Risks into Stress Testing

Joint Guidelines Supervisory Reporting