Risk Control presents on bond market liquidity to AFME’s Credit Board. Banks
News archive: October 2016
: 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
: SSRN top ten list
Risk Control paper, “Capital Floors, the Revised SA and the Cost of Loans in Switzerland”, makes SSRN’s PSN: Global Banking Top Ten download list. Banks, Research
: 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