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
Download the case study to learn more.
Download the whitepaper
Register for free access to hundreds of resources.
More related resources
Redefining risk playbooks amid volatility and AI disruption
Best practices around resilience, adaptability and clarity of purpose amid uncharted markets and political uncertainty
Dynamic stress-testing and shock event calibration
Insights, challenges and strategies related to the evolving landscape of market risk management
Geopolitics in the age of Trump
How market risk leaders are responding to the unpredictability and speed of recent geopolitical developments
A paradigm shift for prepayment risk assessment
For MBS investors, the ability to link data to specific loans and securities offers more precise analysis, alongside other advances in data and analytics
The Term €STR transition: challenges and market readiness
The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
