: 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

: MDB ratings research

Risk Control publishes paper analysing influences on Multilateral Development Bank credit standing including the market practice known as Preferred Creditor Status. Banks, Research

: After Basel 3 – Building capital rules that make sense

Risk Control’s William Perraudin and BNP Paribas co-authors describe alternative basis for securitisation capital and argue that the Pool Capital Multiplier Approach (PCMA) represents a better way of developing capital rules for securitisations in a recent¬†presentation.

Banks, Research

: Services developments

Risk Control offers analytical services generating PDs for banks based on multiple credit quality indicators (market price, ratings and financial ratio based). Banks, Consulting

: Update to study

Risk Control revises analysis on the impact of Basel Standardised Approach rules on capital, lending and loan spreads in Switzerland¬†to reflect the Basel Committee’s December 2015 proposals in BCBS 347. Banks, Research