UBS Delta

UBS Delta is the award-winning portfolio analysis and risk management system that enables our clients to measure risk and performance across fixed income, commodities and equities.


This is the next generation of the award-winning UBS CreditDelta product launched in 1998. It continues to be expanded and developed offering increased asset coverage including equities and commodities.


The product support is provided by market practitioners with extensive experience of fixed income and equities trading.


UBS Delta’s reporting tools provide exposure, actuarial, risk, performance and statutory reporting in flexible file formats.


Optimisation tools allow for LDI hedging, including a wide range of derivative overlays and cashflow modelling of individual assets.

All content by UBS Delta

Risk management tools for the buy side

Company:UBS Delta

Risk management for the buy side has many similarities with that for the sell side, but there are also many significant differences.

Category: Structured Products | Published: 06 September 2011 | Type: Article

Rating: + 3

When is a hedge not a hedge? ALM under Solvency II

Company:UBS Delta

Solvency II increases the focus on the sourcing and calibration of accurate and representative discount curves. Alterations to discount curves may change optimal hedges and necessitate re-hedging.

Category: Solvency II | Published: 05 September 2011 | Type: Article

Rating: + 2

Counterparty credit risk in portfolio risk management

Company:UBS Delta

Prominent financial institution failures reminded market participants that over-the-counter derivatives bring counterparty credit risk. UBS Delta is providing tools for clients to measure counterparty exposure alongside other investment risk.

Category: Credit Risk | Published: 13 October 2010 | Type: Article

Rating: + 6