Risk Control’s Rating Scenario application (RC-Rating Scenario System) is adopted by another supranational development bank client.
News
: S&P’s supranational ratings criteria changes
Standard & Poor’s supranational ratings criteria changes related to the evidence provided in our September 2024 paper: “Quantifying Preferred Creditor Treatment by Rating Grade” Banks, Public Institutions, Rating
: EC proposals on securitisation capital
European authorities issue proposals for securitisation capital rules picking up on the suggestion for a Risk Sensitive Risk Weight Floor in Risk Control’s March 2025 study “How to Calibrate Securitisation Capital Rules” and our May 2024 study “Rethinking the Securitisation Risk Weight Floor.” Securitisation
: Risk Control develops mortgage prepayment models using data from multiple countries
Risk Control employs AI and classical statistical modelling to understand mortgage prepayments. Banks, Consulting
: SRT Transaction Support
Risk Control supports investors in a complex Significant Risk Transfer (SRT) deal, computing risk and expected returns on the tranche covered. Banks, Consulting, Investment Firms
: Risk Control completes enhancement of Stress Testing software
Risk Control extends the capabilities of its macro stress testing software . The application permits a financial institution to project forward its capital and provisions. The new version of the software supports sophisticated Post Provision Net Revenue (PPNR) and financial statement modelling at group and legal entity levels.
For more information, please check out our software pages.
Banks, Corporate, Investment Firms, Public Institutions, Software
: Risk Control implements complete Economic Capital Model
Risk Control implements a complete Economic Capital and Stress Testing System with integrated risk models and dashboards for a financial institution Rating, Software
: European Securitization Awards 2025
We are proud to announce that Risk Control Director William Perraudin and Georges Duponcheele of Munich Re received the prestigious GlobalCapital European Securitization Award for Outstanding Contribution to Securitization.
The full list of winners and nominees can be found here.
: Securitisation capital study
New study of how to align securitisation capital rules with risk by Risk Control’s William Perraudin and Georges Duponcheele of Munich Re. The study is available here.
Banks, Insurers, Public Institutions, Regulation, Securitisation
: Risk Control’s Director, William Perraudin discusses MDB/DFI market building at CGD event
Risk Control’s Managing Director, William Perraudin participated in the Center for Global Development’s online event, “Can MDBs/DFIs Really Build Markets,” on the topic of effective market building and impact driving. He joined other industry leaders to discuss current DFI practices and innovative financing approaches, emphasizing the “Originate to Demonstrate” concept. Banks, Media, Presentation, Public Institutions
: Risk Control’s Director, William Perraudin, addresses SSA capital optimisation at Global Capital briefing
Risk Control Director William Perraudin spoke at Global Capital’s London briefing on SSA capital optimisation on February 6th. The event focused on innovative finance techniques for development and public sector banks. Banks, Investment Firms, Market Risk, Methodology, Risk Methods
: New research by Risk Control on MDB loan data templates
Risk Control creates data templates for the new asset class of MDB loans and explains what information regulators require securitisation investors to demand. Credit Risk, Market Risk, Methodology, Risk Methods