Leading Mexican bank Banorte strengthens credit risk management practices

The XVA module implementation is a major step in Banorte’s trading risks infrastructure transformation.

Three additional important milestones to follow:

• Setting ISDA’s standard methodology for initial margins implementation (better known as SIMMTM)
• The migration of the market risk engine, including VAR, expected shortfall and P&L attribution calculations
• The introduction of the new Basel frameworkfor market risk

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