Marta Sofia Rodrigues
Banco de Portugal
Marta Rodrigues is an On-Site Inspections Supervisor in the Banking Prudential Supervision Department at Banco de Portugal (Portuguese Banking Supervision Authority), where she performs on-site missions in both significant and less significant institutions on several banking risks. Throughout her career she has regularly participated in international forums in cooperation with the European Central Bank and the European Banking Authority. She holds a MSc in Finance from ISCTE Business School and her current research interests include financial risk management, banking regulatory issues and financial markets.
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Articles by Marta Sofia Rodrigues
The impact of the Fundamental Review of the Trading Book: evaluation on a stylized portfolio
The authors investigate banks' market risk capital requirements under the internal models approach through the lens of the Basel Fundamental Review of the Trading Book, using data from the period 2007-19.