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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