InteDelta: 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.

The full report is available here: http://intedelta.com/publications/new-standardised-approach-counterparty-risk

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