New research paper issued examining the impact on the European securitisation market of the introduction by regulators of the Standardised Approach (SA) Output Floor.
Research paper available here.
News category: Securitisation
: Reviving Securitisation in Europe
Risk Control completes a research note on capital-input scaling for the Simplified Supervisory Formula Approach (SSFA). Research note available here.
: Presentation on the Role of Securitisation
Risk Control spoke at the AFME and Paris EUROPLACE Securitisation Forum on the need to revisit Europe’s prudential regulation for securitisation.
See more about the event, including the agenda, here.
Video recording of session 3: The need to revisit aspects of prudential regulation (Risk Control presentation from 19:41)