New study of how to align securitisation capital rules with risk by Risk Control’s William Perraudin and Georges Duponcheele of Munich Re. The study is available here.
Banks, Insurers, Public Institutions, Regulation, Securitisation
News category: Insurers
: Risk Control Presents at SCI Seminar in London
Risk Control’s Managing Director William Perraudin gave the keynote speech on the topic “Securitisation Risk and Regulatory Capital” at SCI’s 10th Annual Capital Relief Trades Seminar on October 16-17,2024 in London. Banks, Credit Risk, Insurers, Public Institutions, Rating
: More reactions to Risk Control’s paper
Risk Control’s paper on securitization has been widely recognized by leading publications, such as True Sale International, Revel Partners, Global Capital Securitization, Paris Europlace and European DataWarehouse. The paper’s innovative approach and compelling arguments have resonated with industry experts, policymakers, and investors alike. Asset Managers, Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Regulation, Securitisation
: European Competitiveness and Securitisation Regulations
Risk Control publishes research showing how judicious rule and governance changes could expand the securitisation market and boost European competitiveness. Asset Managers, Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Regulation, Securitisation
: 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
: 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.
: Revamped Software Offerings
Risk Control announces a range of new quant softwares and upgrades to existing systems.
: Risk Control completes study on infrastructure debt capital charges
The report, commissioned by Global Infrastructure Hub, examines the grounds on which regulators have set capital charges and whether they are commensurate with risk.
Consulting, Insurers, Regulation: Regional Bank Default Probabilities in the Covid-19 Crisis
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: Covid-19 Credit Market Dashboard
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: Scenario Frame software announced by Risk Control
Risk Control develops framework software for multiple scenario based risk calculations. The framework software may be customised to generate bespoke solutions for individual clients. Banks, Insurers, Investment Firms, Market Risk, Software
: Global ABS presentation
Risk Control participates in the panel discussion ‘Overview of Basel IV Capital Rules, Solvency II and How They Affect ABS’ at the Global ABS conference in Barcelona. Banks, Insurers, Regulation