EBA 2019 workshop paper proposing a standardized framework for climate stress testing, focusing on transition risks in regulatory stress-tests, impact tolerance for economic decarbonization, and gaps in current supervisory approaches under Article 173.
Basel III reforms - Impact study and key recommendations – macroeconomic assessment, credit valuation adjustment and market risk
Policy advice on the Basel III reforms: credit valuation adjustment and market risk
EL - Sissy Papagiannidou CV
Presentation
Presentation
Compliance table
BSG letter on the ESA’s Review