Case Study – Collateral Enhancement

Case Studies

  • We helped a Tier 1 investment bank to identify gaps in its collateral database in anticipation of the implementation of a new collateral management system. As a result, we designed and implemented an automated data extraction tool to enable it to extract and store key data from master trading agreements. This data was then made available to key consumers including its CVA desk to access far more accurate and granular detail in respect of key provisions and collateral types and to price risk far more accurately.