The New Standardised Approach for Counterparty Risk
The new Standardised Approach for Counterparty Risk will replace the Current Exposure Method and the existing Standardised Method. InteDelta and TFG have joined forces to help banks assess and plan for the impact on their businesses and provide a robust IT solution to calculate capital under the new framework.
About InteDelta and TFG
InteDelta is a risk management consultancy. We have advised many banks on quantification of counterparty risk. This ranges from some of world’s leading banks where we have, for example, helped banks gain IMM approval, to smaller banks where we have advised on the calculation of exposure under the CEM. We have also advised banks on the quantification of Potential Future Exposure, Expected Exposure and CVA.
TFG is a technology organization specialising in the development of risk platforms and real-time analytics. TFG has delivered solutions for credit, market risk and CVA for multiple institutions globally and leverage our expertise and innovative technology to provide highly cost effective solutions.
