July 2016

Solvency II Capital Calibration for Securitisations

Risk Control analyses the Solvency II capital calibration for securitisations and presents evidence on how securitisation capital for insurers should be calibrated.

Consultancy

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News

September 2016

Global Risk Regulator article on securitisation and 5% retention issue makes use of Risk Control paper on the 5% threshold,…

August 2016

Risk Control develops new reverse stress testing approaches to assist clients in stress test design.

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Insights & Ideas

July 2016

The 5 Percent Securitisation Retention Threshold – A Short Technical History

July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status