https://www.finalyse.com/blog/the-substitution-rule-in-crr3-applied-to-national-mortgage-guarantee-nationale-hypotheek-garantie-mortgages
Finalyse: CRR3 Substitution Approach for Mortgage Guarantees
Understand the CRR3 substitution approach for mortgage guarantees and how NHG impacts IRB risk weights and credit risk mitigation treatment.
substitutionapproachmortgageguarantees
https://www.finalyse.com/blog/non-cleared-derivatives-approaches-towards-initial-margin-calculation
Finalyse: Initial Margin Calculation for Non-Cleared Derivatives
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https://www.actuaris.nl/organisaties/finalyse
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