Case Studies Browser
Client
Major European Wholesale Bank
Region
Europe
Client Requirement
Client Requirement:
The bank had recently undertaken analysis to investigate the advantages of a more advanced approach to calculating CVA. As a next step it wished to...
Client
G-14 Investment Bank
Region
Europe, Americas
Client Requirement
Client Requirement:
The client had several collateral management functions organised along product silos (OTC Derivatives, Repo, Securities Lending). From these it wished...
Client
G-14 Investment Bank
Region
Europe, Americas
Client Requirement
Client Requirement:
The client had set-up a new CVA group within its global finance and foreign exchange business. The core function of this group was to actively manage...
Client
Major Dutch Bank
Region
Europe
Client Requirement
Client Requirement:
The client was embarking on an initiative to improve the methodologies used in measuring the bank’s exposure to market risk from an economic capital...
Client
G-14 Investment Bank
Region
Europe, Americas
Client Requirement
Client Requirement:
The client wished to design and implement a global tri-party collateral management service as a commercial offering to augment its existing securities...
Client
Major Singaporean Bank
Region
Asia
Client Requirement
Client Requirement:
The bank wanted to improve the sophistication of its counterparty risk models and bring them into line with best market practice. This would provide...
Client
Major UK Bank
Region
Europe
Client Requirement
Client Requirement:
The bank was in the early stages of developing a CVA unit for the active management of its counterparty risk, and the bank required advice on the...
Client
Global Investment Bank
Region
Europe, Americas
Client Requirement
Client Requirement:
The client wished to re-engineer its collateral management infrastructure to meet (and ultimately exceed) market best practice. The remit of this...