Training video: Eurex’s André Ammann on capital costs and risk management in a changing interest rate environment
ICMA position paper on CRR3: Prudential Treatment of SFT counterparty risk under Standardised approach
Basel: Reducing variation in credit risk-weighted assets – constraints on the use of internal model approaches – consultative document
BIS paper on regulatory simplicity is well worth the read; hopefully this is a shape of things to come