The first of three studies commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
The study presents a quantification of Preferred Creditor Treatment (PCT) for Multilateral Development Banks (MDBs).
News category: Banks
: Hybrid Capital Analysis
Risk Control analyses the use of hybrid capital backed by Special Drawing Rights (SDRs) for several Multilateral Development Banks (MDBs).
: Support for Significant Risk Transfer (SRT) Deals
Risk Control supports investors evaluating risk transfer deals, combining risk and pricing analyses. Banks, Consulting
: Risk Control Assists G20 Expert Panel
The Risk Control team led by William Perraudin assisted the G20 mandated Expert Panel for Multilateral Development Banks’ Capital Adequacy Frameworks by analysing historical data on MDB loan performance. The work forms part of the recently published Independent Review of Multilateral Development Banks’ Capital Adequacy Frameworks.
The report has some key recommendations that could significantly boost existing MDB lending capacity.
: Annual Rating Agency Review
Risk Control assist a client in covering the topics of their annual review meeting with a rating agency.
: Pricing Tool Update and Training by Risk Control
Risk Control assists a client in the modification of certain aspects of their Risk Based Pricing (RBP) Model and delivers training on the use of the updated pricing tool.
: Best Practice in Model Documentation
Risk Control completes work on model documentation standards and helps a firm with its documents.
: Presentation on ESG and Credit Rating Correlations
Risk Control Director, William Perraudin, presents a new research report on ESG and Credit Rating Correlations in a Bank of Italy webinar.
: Presentation on Model Risk in Prometeia webinar
Risk Control’s William Perraudin presents on Model Risk in webinar to Italian bankers organised by Prometeia.
: Research report on ESG and Credit Rating Correlations
Risk Control publishes a report on how ESG and credit ratings move together, providing a key building block for the integrated management of ESG and credit risks in loan and bond portfolios.
: Innovative approaches to integrating Limit and Capital Software Systems
Risk Control publishes a note on how its Limit software (RC-Limit System) may be integrated with a powerful Credit Portfolio Model (RC-Capital Model), to permit the use of Economic Capital-based credit limits.
: Risk Control consults on credit limits
Risk Control advises bank on the design of its system of credit limits.