: Best Practice in Model Documentation

Risk Control completes work on model documentation standards and helps a firm with its documents.

  Banks, Consulting

: Liquidity Coverage Ratio Analysis

Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.

  Presentation

: Relative Liquidity of European ABS and CBs

Risk Control completes research showing that Asset Backed Security (ABS) liquidity has increased significantly since 2016 and now exceeds that of Covered Bonds in Europe.

  Research

: Solvency II rules for securitisations and Covered Bonds

Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.

  Research

: IFRS 9/CECL analysis

Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.

  Consulting

: Backtesting Counterparty Exposure Models

Risk Control develops new methodology for backtesting counterparty exposure models.

  Consulting

: Presentation on Model Risk in Prometeia webinar

Risk Control’s William Perraudin presents on Model Risk in webinar to Italian bankers organised by Prometeia.

  Banks, Regulation, Risk Methods, Training

: Research report on ESG and Credit Rating Correlations

Risk Control publishes a report on how ESG and credit ratings move together, providing a key building block for the integrated management of ESG and credit risks in loan and bond portfolios.

  Banks, Credit Risk, ESG

: Innovative approaches to integrating Limit and Capital Software Systems

Risk Control publishes a note on how its Limit software (RC-Limit System) may be integrated with a powerful Credit Portfolio Model (RC-Capital Model), to permit the use of Economic Capital-based credit limits.

  Banks, Insurers, Research, Software

: Securitisation presentation at EPFSF seminar

Director of Risk Control, William Perraudin, speaks on Understanding Securitisation at the European Parliamentary Financial Services Forum’s educational seminar co-organised by EBF and AFME. The speaker list and the agenda is available here.

  Events, Public Institutions