: RC-Capital Model Video

Risk Control publishes a short video about the RC-Capital Model on its YouTube channel. The Monte Carlo model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. Asset Managers, Credit Risk, Investment Firms, Software

: Research report on ESG and Credit Rating Correlations

Risk Control publishes a report on how ESG and credit ratings move together, providing a key building block for the integrated management of ESG and credit risks in loan and bond portfolios.

  Banks, Credit Risk, ESG

: Limit System Software

Risk Control devises innovative software for tracking headroom vis-à-vis different credit risk limits.

Credit Risk, Software

: Regional Bank Default Probabilities in the Covid-19 Crisis

Risk control publishes a note on bank default probabilities in the Covid-19 crisis in the form of regional indices for North America, Europe, Africa, Asia & Oceania, Latin America & Caribbean and Middle East.

Asset Managers, Banks, Credit Risk, Insurers, Methodology

: Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis

Risk Control publishes a new note showing how representative probabilities of default (PDs) for individual industry sectors have evolved since the crisis began. The techniques applied permit one to refresh PD estimates in real time and, hence, offer extremely timely information about the state of corporate credit.

Credit Risk, Research

: Risk Control presents to EBA on regulatory issues

Risk Control presents analysis of IRB credit scoring models to European regulators. Banks, Credit Risk, Regulation

: Presentation to Bank CROs

Risk Control analyses the implications of S&P’s new RAC ratings framework for senior staff from multiple banks. Banks, Credit Risk