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Integrating ECL onto a stress-testing platform: scenarios

Integrating ECL Onto A Stress Testing Platform: Scenarios

This white paper examines technological and methodological strategies to help produce stress-testing expected credit loss (ECL) values that comply with IFRS 9, as well as CECL standards for your financial institution.

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The changing shape of variation margin collateral

Rising costs and market stress are pushing firms to increase non-cash variation margin, with buy- and sell-side attitudes diverging and tri-party services gaining traction despite operational challenges.

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