Risk Control
Menu
Insights & Ideas
  • About us
    • Our aims
    • Careers
  • Sectors
    • Sectors Overview
    • Banks
    • Insurers
    • Public Institutions
    • Investment Firms
    • Industrial Companies
  • Software
    • Software Overview
    • RC-ICAAP and Stress Testing System
    • RC-Capital Model
    • RC-Operational Risk Capital Model
    • RC-Limit System
    • RC-Rating Scenario System
    • RC-Connectivity and Data Validation
    • RC-Credit Scoring System
    • RC-Dashboard and Database Tool
    • RC-Loan Portfolio Analytics System
  • Services
    • Services Overview
    • Risk Strategy
    • Regulatory Analysis
    • Risk Assessment and Quantification
    • Calibration
    • Risk Model Services
    • Transaction Design and Implementation
    • ESG and Climate-Related Services
  • News
  • Contact
Insights & Ideas
Filter
See all

Category: Credit Risk

June 2022

Risk Analysis for Securitisation Portfolios

Construction site
Read the full article
February 2022

ESG and Credit Rating Correlations

Oil derricks
Read the full article
December 2021

Capital Consumption-Based Limits: Integrating Limit and Capital Software Systems

oil platform bridge
Read the full article
November 2021

Risk Transfer for Multilateral Development Banks: Obstacles and Potential

Shipping Containers
Read the full article
January 2021

Infrastructure Debt Capital Charges for Insurers

skyline and traffic trails on highway intersection
Read the full article
November 2020

Global Credit Market Update: November 2020

Oil derricks
Read the full article
September 2020

Regional Bank Default Probabilities in the Covid-19 Crisis

London Skyline: Gherkin and other buildings
Read the full article
August 2020

Covid-19 Credit Market Dashboard

Fatality world map
Read the full article
July 2020

Covid-19 Crisis Update: What happened to Sovereign Credit Quality in July?

Construction site
Read the full article
June 2020

Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis

Container Ship
Read the full article
June 2020

Updated Note on Real-Time Sovereign Ratings

Oil Platform
Read the full article
May 2020

Real-Time Sovereign Ratings in the COVID-19 Crisis

Shipping Containers
Read the full article
May 2020

Updated Report on Capital Floors, the Revised SA and the Cost of Loans

Row of houses on a suburban road
Read the full article
July 2019

Top-down and Performance-based SME Probabilities of Default

Oil derricks
Read the full article
September 2018

Implementation of SEC-IRBA by European Banks

Houses
Read the full article
July 2017

Capital and Risk in Bancassurance Organisations

London Skyline: Gherkin and other buildings
Read the full article
July 2017

Rating Correlations and Macro Stress Testing

Oil derricks
Read the full article
July 2016

Solvency II Capital Calibration for Securitisations

EU flags outside European Commission building
Read the full article
July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status

oil platform bridge
Read the full article
May 2016

Scenario-based RORC Optimisation for a Bank Loan Book

data-analysis icon
Read the full article
April 2016

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

Row of houses on a suburban road
Read the full article
February 2016

Top Down Stress Testing for Bank Financial Statements: A Case Study

case-study icon
Read the full article
October 2015

Comments on the Commission’s Proposals for Reviving the European Securitisation Market

Construction site
Read the full article
June 2015

How European securitisation could assist SME financing

insights-ideas icon
Read the full article
June 2015

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

Row of houses on a suburban road
Read the full article
May 2015

Comparing Bank Risk Measures

data-analysis icon
Read the full article
April 2015

Default Probability Risk and Securitisation Capital

Industrial manufacturing of car bodies
Read the full article
February 2015

Case Study on Stress Testing for an Asset Manager-Private Bank

case-study icon
Read the full article
February 2015

Comment on Antoniades and Tarashev

public-institutions icon
Read the full article
December 2014

How to Revive the European Securitisation Market: a Proposal for a European SSFA

Two warehouse workers moving boxes
Read the full article
September 2014

Securitisation Purchases by the ECB – What is “Senior Enough”?

Row of houses on a suburban road
Read the full article
July 2014

High Quality Securitisation: An Empirical Analysis of the PCS Definition

Worker in front of part-assembled car
Read the full article
June 2014

Case Study on Banking System Stress Testing

public-institutions icon
Read the full article
April 2014

Calibration of the CMA and Regulatory Capital for Securitisations

data-analysis icon
Read the full article
March 2014

Calibration of the Simplified Supervisory Formula Approach

data-analysis icon
Read the full article
September 2013

Granularity, Heterogeneity and Securitisation Capital

data-analysis icon
Read the full article
September 2013

Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches

data-analysis icon
Read the full article
June 2013

The Simplified Arbitrage-Free Approach

Marriner S. Eccles Federal Reserve Board Building
Read the full article
April 2013

A Principles-Based Approach to Regulatory Capital for Securitisations

European Central Bank at sunset
Read the full article
November 2012

Top Down Stress Testing for Bank Financial Statements: A Case Study

software icon
Read the full article
September 2010

Bank Liquidity Standards: A Microeconomic Analysis

New York Stock Exchange, Wall St.
Read the full article
May 2008

Determinants of Asset-Backed Security Prices in Crisis Periods

Row of houses on a suburban road
Read the full article
May 2008

Dynamic Default Rates

data-analysis icon
Read the full article
March 2008

Dynamic Pricing of Synthetic Collateralized Debt Obligations

case-study icon
Read the full article
September 2007

Ratings-Based Pricing and Stochastic Spreads 

data-analysis icon
Read the full article
April 2006

Securitisations in Basel II 

public-institutions icon
Read the full article
February 2006

The Dependence of Recovery Rates and Defaults 

case-study icon
Read the full article
December 2005

Hedging and Asset Allocation for Structured Products 

data-analysis icon
Read the full article
August 2005

Judgmental Versus Quantitative Credit Risk Measures for Sovereigns 

public-institutions icon
Read the full article
June 2004

Capital for Structured Products 

data-analysis icon
Read the full article
May 2004

How Risky are Structured Exposures Compared to Corporate Bonds? 

data-analysis icon
Read the full article
January 2004

Estimation of Credit Spread Correlations 

data-analysis icon
Read the full article
January 2002

Regulatory and ‘Economic’ Solvency Standards for Internationally Active Banks 

none icon
Read the full article
January 2002

The Estimation of Transition Matrices for Sovereign Credit Ratings 

insights-ideas icon
Read the full article
February 2000

Estimating Volatility for Long Holding Periods 

none icon
Read the full article
+44 (0)20 3307 0730
enquiries@riskcontrollimited.com
13-14 Dean St, London W1D 3RS

© 2023 Risk Control Limited. All rights Reserved.

  • Sitemap
  • Cookie Policy
  • Privacy Policy
  • Registered Company
  • Site by Milestone