: SRT Transaction Support

Risk Control supports investors in a complex Significant Risk Transfer (SRT) deal, computing risk and expected returns on the tranche covered. Banks, Consulting, Investment Firms

: Risk Control completes enhancement of Stress Testing software

Risk Control extends the capabilities of its macro stress testing software . The application permits a financial institution to project forward its capital and provisions. The new version of the software supports sophisticated Post Provision Net Revenue (PPNR) and financial statement modelling at group and legal entity levels.

For more information, please check out our software pages.

  Banks, Corporate, Investment Firms, Public Institutions, Software

: Risk Control’s Director, William Perraudin, addresses SSA capital optimisation at Global Capital briefing

Risk Control Director William Perraudin spoke at Global Capital’s London briefing on SSA capital optimisation on February 6th. The event focused on innovative finance techniques for development and public sector banks. Banks, Investment Firms, Market Risk, Methodology, Risk Methods

: 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

: RC-Capital Model Video

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

: MDB Sovereign Loan Credit Performance and PCT

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).

  Banks, Investment Firms, Public Institutions

: 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

: Integration of RC-Limit System and RC-Capital Model

Use of credit limits based on Economic Capital consumption is dramatically facilitated by real time integration of limit systems and Credit Portfolio Models. Risk Control has just completed such an integration of its RC-Limit System and RC-Capital Model softwares.

  Banks, Investment Firms, Software

: Training in ALM Techniques

Risk Control delivers training in ALM techniques to asset manager

Investment Firms, Training