: Top-down and Performance-based SME Default Probabilities

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

Research

: Forecasting Assets under Management for Stress Testing and Strategy Purposes

Risk Control publishes a note on forecasting assets under management for stress testing purposes. Investment Firms, Research

: Provisions Forecasting Under Stress

Risk Control devises new methodologies for modelling sovereign credit provisions conditional on macro scenarios. Banks, Investment Firms, Research

: How to Analyse Risk in Securitisation Portfolios

Risk Control authors suggest a rigorous method for calculating risk in securitisation portfolios, permitting investors to profit from relatively high returns offered by these portfolios while maintaining a cautious and prudent approach to risk. Banks, Investment Firms, Research, Software

: Modelling innovation

Risk Control introduces Bayesian layer in the statistical macroeconomic model it employs for stress testing and scenario generation. This approach permits users to combine evidence from historical experience with prior views on macroeconomic impacts to create and manipulate robust and intuitive scenarios in a flexible fashion. Banks, Consulting, Investment Firms, Research, Software

: Stress Controller methodology

Risk Control enhances the methodology of its Stress Controller software to accommodate the current low interest rate environment. Banks, Research, Software

: European Commission project

Risk Control wins tender for project on the drivers of corporate bond market liquidity for European Commission’s DG FISMA, the Directorate-General for Financial Stability, Financial Services and Capital Markets Union. Banks, Consulting, Research