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Recalibration of shocks for IRRBB

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Michael Monteforte

Partner, Co-Head of Financial Risk Management
KPMG China
+852 2847 5012
michael.monteforte@kpmg.com

Robert Zhao

Partner, Co-Head of Financial Risk Management
KPMG China
+852 2978 8939
robert.zhao@kpmg.com

Gemini Yang

Partner, Financial Risk Management
KPMG China
+852 3927 5731
gemini.yang@kpmg.com