Basel Committee Publishes Consultation on Guidelines for Counterparty Credit Risk Management

The EBA Consults on Draft Technical Standards on the Specification of Long and Short Positions under the Derogations for Market and Counterparty Risks

T+1 Feedback Report Shows Mixed Impacts of Shortening the Settlement Cycle in the EU

EMIR 3.0, an Unfortunate Case of the National Interest Outshining the European Interest

Updates Guide to Internal Models

Publish Discussion Paper and Call for Comments on Streamlining Variation Margin in Centrally Cleared Markets

IOSCO Seeks Feedback on Post Trade Risk Reduction Services

Report Sets Out Recommendations for Good Margin Practices in Non-Centrally Cleared Markets

Transparency and Responsiveness of Initial Margin in Centrally Cleared Markets: Review and Policy Proposals

ESAs Propose Extending the EMIR Equity Option Exemption

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

Argo Magazine N.22 - 2022

A Quantization Overview to Credit Counterparty Risk

Argo Magazine N.20 - 2021

Targeted Review of Internal Models: Focus on Market Risk and Counterparty Credit Risk

EBA RTS on the Determination of Indirect Exposures to Underlying Clients of Derivative and Credit Derivative Contracts

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

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

Argo Magazine N.18 - 2020

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

SA-CCR Implications and Challenges of the New Regulation

Argo Magazine N.06 - Spring 2015

Counterparty Risk: Wrong Way Risk and Liquidity Issues

An Introduction to Counterparty Risk