: Relative Liquidity of European ABS and CBs

Risk Control completes research showing that Asset Backed Security (ABS) liquidity has increased significantly since 2016 and now exceeds that of Covered Bonds in Europe.

  Research

: Solvency II rules for securitisations and Covered Bonds

Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.

  Research

: 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.

  Banks, Insurers, Research, Software

: 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

: Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis

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

: Real-time ratings in the Covid-19 crisis

Risk Control publishes a new study on real-time sovereign ratings in the Covid-19 crisis

Research

: Real-time monitoring of credit portfolios in the Covid-19 crisis

Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisis

Research

: Predicting Default for UK SMEs Using Companies House Data

Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companies

Research

: New computer vision techniques for reading image data

Risk Control develops computer vision techniques for reading data from image files

Research

: Risk Control completes case study on risk transfer transactions

Risk Control assists major bank with advice concerning risk transfer transactions

Banks, Consulting, Research

: Top-down and Performance-based SME Default Probabilities

Risk Control publishes note on alternative approaches to estimating default probabilities for European SMEs

Research