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

EBA Consults on standards for Supervisors Assessing the New Market Risk Internal Models under the FRTB (EBA/CP/2023/04)

Credit Risk: Basel IV Regulatory Framework and New Frontiers

Argo Magazine N.21 - 2022

2019 FRTB Review - Main Interventions

Synergies and Challenges in the Implementation of Basel IV Regulations Process

The Effects of FRTB in the CVA Risk Framework

Final Draft RTS - FX Risk or Commodity Risk in Non-Trading Book Positions under FRTB

Argo Collection N.01 - 2020 - Basel IV: Revision and Challenges - A Focus on Market Risk

FRTB - The Alternative IMA

Overview of CVA Framework Main Revisions

Structural FX Provision Final Guidelines (EBA/GL/2020/09) on the Treatment of Structural FX

EU Implementation of FRTB: Regulatory Technical Standard on the Internal Model Approach

SA-CCR: Overview on Methodology and Challenges of the Revised Framework

Calendar Provisioning: An Overview

New Challenge on SA-CCR: an Overview on Implementation Process

Structural FX (S-FX) Provision EBA CP on the treatment of structural FX under 352(2) CRR

2019 FRTB Review - Main Interventions

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

SA-CCR Implications and Challenges of the New Regulation

The Effect of the FRTB in the CVA Risk Framework (Rev)

The Effect of the FRTB in the CVA Risk Framework (Rev)

On the dynamic replication of the DVA: do banks hedge their debit value adjustment or their destroying value adjustment?