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51. The Introductory Guide to the Challenges on the SFTR Reporting  
This article introduces the reader to the regulatory background behind SFTR and outlines the challenges the new standards pose to market participants. The regulation was adopted to provide a more…  
52. COVID pandemic: to what extent did the Basel standards improve the bank resiliency  
Was the ability of banks to navigate through COVID 19 crisis substantially bolstered by the Basel reforms?
The article draws on a series of studies conducted by BCBS. The studies mostly…
 
53. Unveiling the clockwork of the 2022 ECB Climate Stress Test  
The article walks the reader through the different modules of
the 2022 ECB Climate Stress Test. While we still find ourselves
at the dawn of introducing climate risk into the existing…
 
54. CRR 3 and Banking Package 2021 – The Winter’s Tale  
On the 27th of October 2021 the European Commission has released its proposal of a new banking package, that (among other things) implements the first pillar of Basel IV into the banking regulation.…  
55. The new Insurance Recovery and Resolution Directive - what you need to know  
We welcome the proposal by the EU to create a harmonised resolution regime via an Insurers Recovery and Resolution Directive. This will end the fragmented landscape of national resolution legislation…  
56. The EU Securitisation Framework: A Bank and Insurer Perspective  
Effective January 1st, 2019, the EU securitisation market has undergone a substantial overhaul in terms of the overall regulatory framework that governs the securitisation activities of the different…  
57. EBA publishes binding standards on Pillar 3 disclosures on ESG risks  
On January 24th 2022, the EBA published its final draft implementing technical standards on Pillar 3 disclosures for Environmental, Social and Governance (ESG) risks. This article aims to summarise,…  
58. Actuarial Data Science: Understand your risk factors thanks to Generalised Linear Models and Regularisation techniques  
We intend to raise the awareness on how Data Science can be leveraged on in the context of insurance pricing and how to go from theory to practice, from scripting to deploying your model.
This…
 
59. A deep dive on CRR III changes and the impact on credit risk modelling  
The reforms will force banks to examine capital use throughout their whole operation and maybe revise their pricing and product offerings as a result. As a result, the new framework will impact…  
60. SA-CCR: The New Standardised Approach to Counterparty Credit Risk  
With the SA-CCR differing substantially from the prior non-internal methods, there is significant work to be done by institutions to comply with the new regulatory requirements while minimizing the…  
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