Risk Control has developed risk systems covering capital, stress testing, risk-based pricing, limit evaluation, rating scenarios, data integration and dashboards. Two versions of such systems have gone live on client servers this month. Banks, Public Institutions, Rating, Risk Methods, Software
News
: BBC Interview on Bank Capital Regulation
Risk Control Director William Perraudin was interviewed on the Today Programme on BBC Radio 4 on bank capital regulation and why the Bank of England is right to be considering a slight change of direction.
The audio file of the interview can be found here.
: Risk Control presents at Italian securitisation workshop
Risk Control Director William Perraudin gave a talk to a large audience of Italian bankers and policymakers in Rome. The talk drew on our recent report on Making the Bank Securitisation Capital Rules Work for Europe. The presentation slides can be downloaded here.
: Risk Control develops enhanced Risk Based Pricing software
Risk Control develops cloud-based tools for delivering complex Risk Based Pricing analysis to client systems. Banks, Software
: Risk Control analyses returns on mezzanine exposure to a corporate ABS deal
Risk Control enhances and extends its securitisation modelling techniques to support investors in a corporate-loan backed ABS transaction. Corporate, Investment Firms, Securitisation
: Risk Control creates suite of prepayment models
Risk Control develops and implements for a client a suite of mortgage prepayment models. Consulting
: Rating Scenario System
Risk Control’s Rating Scenario application (RC-Rating Scenario System) is adopted by another supranational development bank client.
: 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