Counterparty Risk for the Buy-Side Market Intelligence
A global bank providing asset servicing to asset managers, pension funds and insurance companies wished to research current trends in collateral management among its current and target buy-side client base and utilise the results of this in to a marketing campaign.
InteDelta was engaged to produce a White Paper detailing current market practice and emerging trends in counterparty credit risk and collateral management, incorporating a Market Intelligence study with internal knowledge of market best practice. For the Market Intelligence study we surveyed a selection of the Company’s current and prospective clients and covered the following topics:
- Approach to OTC derivative valuation;
- Collateral Management process and technology framework;
- Readiness for central clearing for OTC derivatives.
In addition to the White Paper, we also presented the results of the research in a series of marketing events hosted by the bank.
Utilising our counterparty risk and collateral management subject matter expertise and our extensive network across the financial services sector we produced and conducted a detailed study of the approaches to counterparty risk adopted by a selection of buy-side institutions.
Through leveraging InteDelta’s expertise and proven market intelligence methodology the client was able to utilise the results of the study to align itself with market best practice enhancing its offering to existing and prospective clients.
Please click here to view the final paper Mitigating Collateral Damage.