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.
News category: Research
Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.
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.
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
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
Risk Control updates its analysis of the sovereign ratings and PDs implied by CDS spreads.Rating, Research
Risk Control publishes a new study on real-time sovereign ratings in the Covid-19 crisisResearch
Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisisResearch
Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companiesResearch
Risk Control develops computer vision techniques for reading data from image filesResearch
Risk Control assists major bank with advice concerning risk transfer transactionsBanks, Consulting, Research
Risk Control publishes note on alternative approaches to estimating default probabilities for European SMEsResearch