Director of Risk Control, William Perraudin, speaks on Systemically Important Financial Institutions at Wharton School Symposium. Presentation slides available here.
News category: Banks
: Default Probability Risk and Securitisation Capital
Risk Control publishes a note on parameter risk in credit risk capital with an application to securitisation exposures. Note available here. Banks, Research
: World Bank Forum
Risk Control Director speaks on evaluating commercial bank credit risk at World Bank forum for top central bank officials. Click here for presentation slides and here for note on comparing bank risk measures. Banks, Events
: Risk Management Course
Risk Control Director, William Perraudin, gives sessions on operational risk and enterprise risk management at Imperial Business School and PRMIA executive education programme. Banks, Events
: Response to BCBS-IOSCO consultation
Risk Control responds to the BCBS-IOSCO task force’s consultation on simple, transparent and comparable securitisations. Click here to read the response. Banks
: Financial planning and stress testing case study
Risk Control completes case study on financial planning and stress testing for an asset manager-private bank. Click here to read the report. Banks, Investment Firms, Software
: Response to EBA consultation
Risk Control responds to European Banking Authority consultation on High Quality Securitisations. Banks
: Credit correlation project
Risk Control assists major international bank in reviewing its approach to credit correlation. Banks, Consulting
: Conference in Frankfurt
Risk Control’s Perraudin presents at the 2014 Securitisation and Lending to the Real Economy conference in Frankfurt. Banks, Events