News

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...
08/01/13
InteDelta Insight provides expert commentary on some of the key risk and collateral management issues faced by our clients. This is the second of two InSights focusing on the role of front office collateral management desks. In this edition, we look at the some of the credit...
28/11/12
In the new world of Dodd-Frank, EMIR, Basel III and beyond, new margin rules and central clearing demands are pushing firms to find what some estimate to be trillions of dollars of new collateral. With this collateral needing to be effectively posted and managed, great strain...

Pages

© InteDelta 2011 |  designed by AW Creative & Make it Clear built by Make it Digital