Risk Control consults on a wide range of risk and valuation issues and supplies new-generation portfolio credit risk models. A research-led company, we work with major banks, insurers, financial regulators, hedge funds and asset managers worldwide on software implementations, consulting assignments and training. We offer software, parameterisation and methodology solutions for all your risk management and valuation needs.
Our groundbreaking Risk Controller software has been used for credit VaR, asset liability management, counter-party risk, CDPC modelling, retail banking, distressed debt and emerging market risk as well as the pricing of CDOs and asset-backed securities.
Risk Control solutions
Risk Controller, our main software product, supplies a complete, portfolio risk management system covering credit and market risk over multiple horizons. We offer desk-top, multi-user enterprise and grid-enabled versions.
Consulting
Drawing on their extensive consulting and research experience and knowledge of regulatory frameworks like Basel II, our staff can devise innovative but highly practical solutions for your risk management problems.
News
November 2011: RCL staff complete research paper on "Rating Correlations and Macro Stress Testing".
November 2011: RCL Director, William Perraudin, speaks on macro stress testing at Cass Business School Seminar.
November 2011: RCL Director, William Perraudin, speaks at the seminar "Preparing for Solvency II" in Dublin.
October 2011: RCL Director, William Perraudin, chairs a session at Bundesbank conference "Basel III and Beyond".
September 2011: RCL Director, William Perraudin, gives evidence to the Treasury Select Committee of the UK parliament.
August 2011: RCL Director, William Perraudin, starts major research project on large corporate insurance risks with IICI.
July 2011: RCL joint with Navigant organises a breakfast briefing on interim report.
June 2011: RCL contributes analysis on appropriate levels of bank capital of major UK bank.
May 2011: Risk Control develops a range of new stress testing methodologies applicable to different forms of banking and insurance risk.
May 2011: Risk Control launches training offering in risk management.
April 2011: New discussion paper on spread fitting techniques.
March 2011: Risk Control completes its second Solvency II modelling assignment for a major insurance company.
February 2011: Risk Controller version 5.0 launched including revamped interface.
January 2011: Risk Control completes white paper on term structure fitting. This provides robust techniques for obtaining high quality spread data by sector, rating and maturity.