Risk Control develops cloud-based tools for delivering complex Risk Based Pricing analysis to client systems. Banks, Software
News
: 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
: 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