Risk Control publishes a short video about the RC-Capital Model on its YouTube channel. The Monte Carlo model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. Asset Managers, Credit Risk, Investment Firms, Software
News category: Credit Risk
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.
Risk Control devises innovative software for tracking headroom vis-à-vis different credit risk limits.Credit Risk, Software
Risk Control publishes a note on how Global Credit Markets have been affected by the Covid-19 crisis.Banks, Credit Risk, Investment Firms, Rating
Risk control publishes a note on bank default probabilities in the Covid-19 crisis in the form of regional indices for North America, Europe, Africa, Asia & Oceania, Latin America & Caribbean and Middle East.Asset Managers, Banks, Credit Risk, Insurers, Methodology
Risk Control has developed a dashboard to show the credit market implications of the Covid-19 crisis. Data is updated daily and access is free. To register, please follow this link.Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Rating
Risk Control publishes a new note showing how representative probabilities of default (PDs) for individual industry sectors have evolved since the crisis began. The techniques applied permit one to refresh PD estimates in real time and, hence, offer extremely timely information about the state of corporate credit.Credit Risk, Research