Projecting Banks’ Net Interest Income; an Asset-Liability Approach, Applied to the Euro Area

EBA’s Risk Dashboard: EU Banks are Robust, but Signs of Credit Quality Deterioration are Becoming Apparent

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

The EBA Publishes its Heatmap Following Scrutiny of the Interest Rate Risk in the Banking Book

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

Destabilisation of Bank Deposits across Destinations: Assessment and Policy Implications

Argo Collection N.05 - 2023 - Winter

Managing IRRBB: Overview of the New EBA Guidelines and the Importance of an Advanced Sight-deposits Behavioural Model

Argo Magazine N.24 - 2023

Behavioral Modelling and ALM A Scenario Analysis on the Italian Banking System

2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting

2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB

2022 EBA Final Draft on RTS on Standardized Approach and Simplified Standardized Approach for IRRBB

2022 EBA Guidelines on IRRBB and CSRBB

ESMA GL on Liquidity Stress Testing in UCITS and AIFs: Supervisory Expectations and Possible Challenges

Interest Rate Risk in the Banking Book

Risk and Profitability of Sight Deposits in the Italian Banking Industry (Rev)

Analysis of the New Standards to Measure and Manage the Risk of the Banking Book Issued by BIS Committee

Argo Magazine N.12 - 2018

Benchmark Framework for NMDM

Sight deposit and non-maturing liability modelling