: MDB Portfolio Expansion study

The second study commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.

It assesses credit rating agency criteria and MDB headroom capacity.

The calculations are performed using Risk Control’s Rating Scenario System. This software replicates the full scorecard of MDB ratings for the three major rating agencies, Fitch, Moody’s and Standard & Poor’s.

  Banks, Rating, Research

: Validation of Sovereign Rating Model

Risk Control carries out independent review and validation of a clients Sovereign Credit Rating Model and provides findings and recommendations comparing the approach vis-à-vis industry best practices.

  Consulting, Rating

: 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

: Covid-19 Crisis Update: What Happened to Sovereign Credit Quality in July?

In our new note we estimate Probabilities of Default (PDs) from Credit Default Swap (CDS) spreads and infer real time ratings for July 2020.

Rating, Research