CVA Re-engineering

G-14 Investment Bank

Client Requirement:

The client had set-up a new CVA group within its global finance and foreign exchange business. The core function of this group was to actively manage the credit risk of all trading activity within this business area. As this was a newly formed function the client needed to define the high level business processes and functional architecture of the group and also integrate it with the various other business units across the bank (e.g. sales, credit risk management, finance, etc).

Our Engagement:

InteDelta was engaged to undertake a scoping exercise of the new CVA group, providing subject matter expertise along with previous experience of organisational change into this new initiative.

This entailed defining the high level business processes needed for this group, outlining the overall functional architectural components needed to support the CVA business strategically and the production of a high level project roadmap which detailed the project streams, resourcing and technology requirements for implementing the strategic solution.

Our Approach:

InteDelta provided CVA subject matter experts to deliver value-added expertise and best practice, working alongside the client’s internal staff.

We employed our industry-proven methodology, specifically tailored to CVA projects, to understand existing client processes and map these to industry best practice. These were used as the basis for our strategic design recommendations and the delivery of functional requirement specifications.

Business Benefits:

Through leveraging InteDelta’s expertise and proven analysis methodology, the client ensured that the business and functional design of its new group met best practice standards and delivered true business benefit to facilitate the better management and mitigation of its credit risk.

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