Risk Control’s new studies commissioned by The Rockefeller Foundation show that World Bank reform could unlock billions of additional financing for developing countries.
Learn more about it in the latest press release.
News
: RC-Capital Model Video
Risk Control publishes a short video about the RC-Capital Model on its YouTube channel. The Monte Carlo model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. Asset Managers, Credit Risk, Investment Firms, Software
: MDB Portfolio Expansion study
The second study commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
It assesses credit rating agency criteria and MDB headroom capacity.
The calculations are performed using Risk Control’s Rating Scenario System. This software replicates the full scorecard of MDB ratings for the three major rating agencies, Fitch, Moody’s and Standard & Poor’s.
: MDB Sovereign Loan Credit Performance and PCT
The first of three studies commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
The study presents a quantification of Preferred Creditor Treatment (PCT) for Multilateral Development Banks (MDBs).
: Hybrid Capital Analysis
Risk Control analyses the use of hybrid capital backed by Special Drawing Rights (SDRs) for several Multilateral Development Banks (MDBs).
: Validation of Sovereign Rating Model
Risk Control carries out independent review and validation of a clients Sovereign Credit Rating Model and provides findings and recommendations comparing the approach vis-à-vis industry best practices.
: Analytical Support for Significant Risk Transfer (SRT) Trades
Risk Control supports multiple Significant Risk Transfer (SRT) trades, providing risk and pricing analyses to both investors and issuers.
: Risk Based Pricing Software
Risk Control deploys new Risk Based Pricing software.
See Risk Control’s software suite here.
: 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.
: Liquidity in ABS, Covered Bond and Corporate Bond Markets
Risk Control completes a new research note examining the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps).
The note is available here.
: Enhancement to Limit System
Risk Control completes series of major enhancements to its RC-Limit System software, facilitating the convenient specification of a wider set of limits.
A brief description of RC-Limit System can be found here.
See Risk Control’s software suite here.
: Liquidity Analysis by Asset Class
Risk Control completes analysis of liquidity for different asset classes, providing evidence for regulators framing liquidity rules for banks. Consulting, Liquidity