Michael Bryant, Managing Director of InteDelta advises âClients often have an intuitive feeling that their risk or business practices are not in line with market practice, but may not be in a position to demonstrate this with hard facts. In todayâs climate no-one wants to find out when itâs too late that their practices were out of line with the market. Our market intelligence studies are an independent means of surveying best practice.â
Upcoming market intelligence survey topics include:
â¢ Credit Value Adjustment (CVA) - how are banks approaching this from an organisational, policy, methodology and systems perspective?
â¢ Risk Management Lessons from the credit crisis â what went wrong and what changes are institutions making?
â¢ Incremental Default Risk Charge (IDRC) â what modelling approaches are being taken?
â¢ Internal Model Method/ Own Alpha â what modelling approaches are being taken? What capital benefits are achieved using own alpha?
â¢ Risk Management efficiency review â how efficient is your risk management function compared against a variety of efficiency metrics?
â¢ Counterparty Risk Management for the buy-side â in light of recent events, how should the buy-side be managing its counterparty risk?
â¢ Collateral Management Target Operating Model â how do institutions organise their collateral management functions for optimal efficiency and client delivery?