News

08/10/13
InteDelta has collaborated with BNP Paribas Securities Services, Lombard Risk and TMX Technologies to produce a White Paper titled “Initial Margin: a commentary on issues for centrally cleared and non-centrally cleared business”. The White Paper explores the regulatory drivers...
02/09/13
The necessity of collateral management processes being carried out in a controlled way has become of paramount importance to financial institutions. This is leading to a review of the ownership of collateral management processes. Responsibilities for activities such as valuing...
03/07/13
The measurement and management of counterparty risk is a rapidly evolving area. A range of new regulatory requirements is changing the way in which institutions view risk. This affects not only risk quantification but the whole commercial model of an institution. Against a...
24/04/13
InteDelta InSight provides expert commentary on some of the most pressing risk management topics faced by our clients. In each edition, we consider the latest market developments; what the impact of these developments will be for market participants; and how the industry is...
21/02/13
Whilst the largest banks invest in sophisticated techniques for measuring counterparty exposure, CVA and regulatory capital, a simpler approach may be appropriate for many institutions. Our white paper “Counterparty Exposure – Sometimes simple is good enough” explores the...

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