Best practice of disclosure of scenario weights: HSBC Holdings plc Annual Report and Accounts 2020, p. 128. https://www.hsbc.com/-/files/hsbc/investors/hsbc-results/2020/annual/pdfs/hsbc-holdings-plc/210223-annual-report-and-accounts-2020.pdf

 
 
  Part of: Brouwer T, Huttenhuis J, ter Hoeven R (2021) Empirical results for expected credit losses of G-SIBs during COVID-19. The proof of the pudding is in the eating. Maandblad voor Accountancy en Bedrijfseconomie 95(11/12): 381-396. https://doi.org/10.5117/mab.95.75980