A summary of our recent survey on modelling economic capital for market risk. The survey explores the key aspects of banks' methodology and the relationship between economic capital and regulatory capital with the advent of the FRTB.
If you would...
Publications
We are pleased to release a white paper on 'Exploring Practical Dynamics of Reputational Risk: A comprehensive discussion on reputational risk' that was co-authored by Dr. Robert (Bob) M. Mark and Mark J. Dougherty. We've partnered with Bob and Mark to...
We are pleased to release our white paper on “The Asian Asset Management Industry in 2018: Time for an Overhaul”, which has been compiled using data from engagements with central banks, pension funds and local asset managers across the Asia-Pac region...
The FRTB is one of the biggest initiatives currently facing our client base. To respond to client demand we have packaged our range of FRTB services into the following categories:
Interpretation/best practice
Impact assessment/planning...
Additional Publications
New regulations governing the margining of non-centrally cleared OTC derivatives are rapidly being developed.
Over the period April to June 2014...
InteDelta had issued a white paper that explores the way in which institutions are addressing spreadsheet risk. This white paper is based on a...
InteDelta InSight provides expert commentary on some of the most pressing risk management topics faced by our clients. In each edition, we consider...
Recent regulatory reform has brought Initial Margin to the forefront of the agenda for OTC derivatives and, in response, financial institutions are...
In the light of increasing collateral requirements, there has been a clear organisational shift in the focus of collateral management within...
InteDelta Insight provides expert commentary on some of the key risk and collateral management issues faced by our clients. This is the second of...
Whilst the largest banks invest in sophisticated techniques for measuring counterparty exposure, CVA and regulatory capital, a simpler approach may...
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...
The parallel adoption of the Basel III enhanced capital adequacy framework and the various strands of regulation implementing the G20's OTC...