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.