The EBA Consults on Draft Technical Standards on Residual Risk Add-On Hedges under the Fundamental Review of the Trading Book

The EBA Revises Reporting Requirements for Market Risk

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

2019 FRTB Review - Main Interventions

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

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

2019 FRTB Review - Main Interventions

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

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

Argo Magazine N.11 - Winter 2016

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