Risk Control updates its analysis of the sovereign ratings and PDs implied by CDS spreads.
Rating, ResearchNews category: 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: Forecasting Assets under Management for Stress Testing and Strategy Purposes
Risk Control publishes a note on forecasting assets under management for stress testing purposes. Investment Firms, Research
: Rating Correlations and Macro Stress Testing
Risk Control devises powerful techniques for stress testing, IFRS 9 and credit portfolio modelling. Banks, Investment Firms, Research
: Provisions Forecasting Under Stress
Risk Control devises new methodologies for modelling sovereign credit provisions conditional on macro scenarios. Banks, Investment Firms, Research
: How to Analyse Risk in Securitisation Portfolios
Risk Control authors suggest a rigorous method for calculating risk in securitisation portfolios, permitting investors to profit from relatively high returns offered by these portfolios while maintaining a cautious and prudent approach to risk. Banks, Investment Firms, Research, Software
: SSRN top ten list
Risk Control paper, “Capital Floors, the Revised SA and the Cost of Loans in Switzerland”, makes SSRN ‘s PSN: Global Banking Top Ten download list. Banks, Research