: Liquidity Analysis by Asset Class

Risk Control completes analysis of liquidity for different asset classes, providing evidence for regulators framing liquidity rules for banks. Consulting, Liquidity

: Support for Significant Risk Transfer (SRT) Deals

Risk Control supports investors evaluating risk transfer deals, combining risk and pricing analyses. Banks, Consulting

: Tools for Risk Based Pricing of Loans

Risk Control supports a major credit fund in developing Risk Based Pricing (RBP) tools for evaluating new deals. Consulting, Insurers, Investment Firms

: 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.

  Banks, Consulting

: Annual Rating Agency Review

Risk Control assist a client in covering the topics of their annual review meeting with a rating agency.

  Banks, Consulting, Rating

: 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.

  Banks, Consulting, Training

: Best Practice in Model Documentation

Risk Control completes work on model documentation standards and helps a firm with its documents.

  Banks, Consulting

: IFRS 9/CECL analysis

Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.

  Consulting

: Backtesting Counterparty Exposure Models

Risk Control develops new methodology for backtesting counterparty exposure models.

  Consulting

: Risk Control devises credit limits

Risk Control devises credit limits for large non-financial corporate.

  Consulting, Corporate

: Risk Control consults on credit limits

Risk Control advises bank on the design of its system of credit limits.

  Banks, Consulting

: Risk Control consults on risk appetite policies and limit setting

Risk Control completes review of Risk Appetite Policies and limit setting for a large financial institution.

  Banks, Consulting