Risk Control publishes research showing how judicious rule and governance changes could expand the securitisation market and boost European competitiveness. Asset Managers, Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Regulation, Securitisation
News category: Securitisation
: Calibration of a Securitisation Capital Floor
Risk Control publishes research paper on model risk-based calibration of a regulatory capital floor. Banks, Public Institutions, Regulation, Securitisation
: Research on Rethinking the Securitisation Risk Weight Floor
Risk Control publishes new research paper proposing risk-sensitive Risk Weight Floor for policymakers to analyse and adopt.
Banks, Consulting, Credit Risk, Public Institutions, Regulation, Securitisation
: Impact of the SA Output Floor on the European Securitisation Market
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.
: 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.
Video recording of session 3: The need to revisit aspects of prudential regulation (Risk Control presentation from 19:41)