Publications
Trends in collateral management for fund management
InteDelta Director Michael Bryant recently presented at the Collateral and Margin Management for fund managers conference in London discussing trends within this sphere.
Click here to view this presentation
Article on counterparty risk in Alternative Investment Review
In the wake of the recent banking crisis, hedge fund managers are now urgently addressing their approach to counterparty risk. Michael Bryant, director of InteDelta, discusses this development in an article for the Alternative Investments Magazine.
Click here to view the article
Paper on Issuer Risk
The Sub-Prime crisis has shown that issuer risk cannot be neglected. This paper examines the organisational, measurement and system issues that institutions are facing in managing this risk.
Survey on hedge fund margining
Our survey on hedge fund margining examines the development of banks’ approaches to margining hedge funds, the challenges banks are facing as they are forced to compete on credit terms, and hedge funds’ preferences for the way in which they are margined.
Survey on Potential Future Exposure methodologies
InteDelta has conducted a survey of major banks to identify the trends in the development of methodologies and systems for the measurement of Potential Future Exposure for derivatives. The survey covers the types of methodologies adopted, the factors driving banks to make changes, and the systems used for the calculation of PFE.
