Solvency II represents the largest ever change for insurers operating in Europe. It is set to transform profoundly the way insurance companies operate. This research paper presents the findings of a survey of insurance firms conducted for BNP Paribas...
Publications
The imposition of central clearing by regulators represents a fundamental overhaul of the OTC derivatives market. Market participants correspondingly need to re-evaluate all aspects of their derivatives activities.
In this White Paper, InteDelta...
InteDelta explores the impact on collateral operations of impending Dodd Frank rules and the approach taken by broker-dealers to update their collateral management processes to support central clearing services.
There are many texts on the theory of Credit Valuation Adjustment (CVA) but CVA is about much more than theory. The motivation for setting up an infrastructure to manage CVA varies considerably across institutions. The implementation of a CVA function...
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...