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
Building on the findings of our January 2010 survey entitled 'How do banks perform due diligence for a large number of funds?', InteDelta discusses...
This survey conducted by InteDelta and sponsored by SunGard investigates bank’s preparations for Incremental Risk Charge.
In this survey InteDelta examines how banks balance rigour versus efficiency in their approach to conducting due diligence and ratings for funds.
InteDelta's Nick Newport is interviewed by DerivSource on current trends in managing credit valuation adjustments and the potential use of CVA...
A trend that has become increasingly relevant for financial institutions to consider is the bilateral nature of counterparty risk. This involves...
The financial crisis has focused institutions’ minds on how they measure risk. In this survey we examine the methodologies used by major banks to...
This presentation by InteDelta Managing Consultant Jonathan Philp explores best practice in the organisational design of Collateral Management...
InteDelta carried out a Market Intelligence survey to explore best practice in the organisational design of Collateral Management operations....
The 2011 BNY Mellon White Paper ‘Mitigating Collateral Damage’, co-authored with InteDelta, is designed to provide a snapshot of current...