Independent quantitative work for the institutions that set, supervise and live by capital rules. Every engagement is built on models we maintain and publish.
Design, implementation, calibration and validation of risk models. Risk Control has been employed by many leading firms to enhance their models, uplifting to best practice or responding to regulatory audits.
Financial firms operate carefully designed capital adequacy frameworks, risk appetite, exposure management, liquidity, market risk and hedging. We advise on the design, drafting and implementation of effective policies to bridge the gap between board level risk strategy and the day-to-day actions of functional and business departments.
Valuation of securitisations, credit derivatives, bonds, loans and private equity, from pricing at purchase to issue or purchase to valuing positions over time.
Independent risk, tranching and pricing analysis for SRT, CLO and ABS transactions and capital issues, for investors or issuers. We also help design transactions: the pros and cons of each design are explained and structuring ideas refined until the best solution is found.
Capital planning, Portfolio Management and risk transfer to optimise an institution's use of capital. For banks this includes capital assessments and risk transfer analysis, and the implementation of integrated risk platforms to increase the transparency and timeliness of board and shareholders reporting.
Projections of financial statements and cash flows under different scenarios, for strategy, capital and liquidity planning.
Optimisation of a clients current ratings, support for annual rating agency reviews, shadow ratings analysis for different business strategies.
Risk Control works with individual financial institutions, industry associations, central banks and regulators to assess the impact of regulations and to suggest alternative approaches. Our work has provided scientific analysis facilitating contacts between firms and their regulators.
Anonymised examples from our client work.
