Forthcoming research topics
We will be shortly conducting market intelligence in the following areas:
- Credit valuation adjustment (CVA) – how are banks approaching this from an organisational, policy, methodology and systems perspective?
- Risk management lessons from the credit crisis – what went wrong and what changes are institutions making?
- Incremental Default Risk Charge (IDRC) – what modelling approaches are being taken?
- Internal Model Method/Own Alpha –what modelling approaches are being taken? What capital benefits are achieved using own alpha?
- Counterparty Risk Management for the buy-side – in light of recent events how should the buy-side be managing its counterparty risk?
- Risk management efficiency review – how efficient is your risk management function compared against a variety of efficiency metrics?
- Collateral management Target Operating Model – how do institutions organise their collateral management functions for optimal efficiency and client delivery?
