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, ResearchNews category: Research
: Real-Time Sovereign Ratings Update
Risk Control updates its analysis of the sovereign ratings and PDs implied by CDS spreads.
Rating, 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