July 2019

Top-down and Performance-based SME Probabilities of Default

We compare conventional IRB approaches to estimating PDs for Small and Medium Enterprises (SMEs) with performance-based methods employed by investors and ratings agencies in the securitisation market

Consultancy

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News

July 2019

Risk Control publishes note on alternative approaches to estimating default probabilities for European SMEs

June 2019

Risk Control develops an integrated portal for its quant analysis softwares

May 2019

Risk Control develops web-service-based connectivity software for Asset Managers with internationally dispersed operations

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Insights & Ideas

April 2019

Survey on the Impact of MiFID II on European Investment Research

September 2018

Implementation of SEC-IRBA by European Banks