Risk Control authors publish analysis of Solvency II capital calibration for securitisations, which finds Solvency II capital charges for AAA-rated Type 1 tranches are double what the evidence suggests is appropriate, and develop alternative calibration. Research
News archive: July 2016
: SME financing insight
Business and Industry Advisory Committee to the OECD includes Risk Control Director’s insight on how securitisation could assist SME financing in recent publication Financing Growth; SMEs in Global Value Chains. Events, Research
: 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