: European Commission project

Risk Control wins tender for project on the drivers of corporate bond market liquidity for European Commission’s DG FISMA, the Directorate-General for Financial Stability, Financial Services and Capital Markets Union. Banks, Consulting, Research

: MDB ratings research

Risk Control publishes paper analysing influences on Multilateral Development Bank credit standing including the market practice known as Preferred Creditor Status. Banks, Research

: After Basel 3 – Building capital rules that make sense

Risk Control’s William Perraudin and BNP Paribas co-authors describe alternative basis for securitisation capital and argue that the Pool Capital Multiplier Approach (PCMA) represents a better way of developing capital rules for securitisations in a recent presentation.

Banks, Research

: Update to study

Risk Control revises analysis on the impact of Basel Standardised Approach rules on capital, lending and loan spreads in Switzerland to reflect the Basel Committee’s December 2015 proposals in BCBS 347. Banks, Research

: PCS commend Risk Control paper

Prime Collateralised Securities commend Risk Control’s “Comment on the Commission’s Proposals for Reviving the European Securitisation Market” as a “compelling case for a more elegant solution”. Banks, Research

: Comments on the Commission’s proposals

Risk Control and bank co-authors publish a paper analysing the European Commission’s proposals for reviving European securitisations, identifying impediments to their success and proposing remedies. Banks, Research

: Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Risk Control publishes a study analysing the impact of proposed changes in Basel rules on capital, lending and loan spreads. Banks, Research

: Default Probability Risk and Securitisation Capital

Risk Control publishes a note on parameter risk in credit risk capital with an application to securitisation exposures.  Note available here. Banks, Research