News
18/08/16
IFRS 9 requires banks to account for expected credit losses on their financial assets. To perform this calculation banks need to model the Probability of Default (PD) and Loss Given Default (LGD) for their borrowers and counterparties. Similar PD and LGD models are required...
04/08/16
Financial Crime Intelligence (FCI) was established to develop a collaborative solution to fraud investigation for financial institutions whilst at the same time minimising their exposure to litigation. InteDelta is working with FCI to promote the Central Intelligence Connector...
08/06/16
Our new survey on Data Management for Risk Management, sponsored by Asset Control, is now available for download.
We surveyed major banks across the world to establish their data management practices and challenges. Two themes emerged – a move to a more centralised data...
29/03/16
For many years, technology has been a supporting actor when it comes to questions of strategy within OTC derivatives intermediaries and agency securities services businesses. Times are changing and technology strategy is now becoming fundamental to client retention and new...
28/01/16
The Fundamental Review of the Trading Book will have far reaching implications for banks' business models and will be a major implementation challenge. Our survey of major banks, explores these implications and the modelling and IT challenges.
To learn more about this report...
