: MDB ratings research

Risk Control publishes paper analysing influences on Multilateral Development Bank credit standing including the market practice known as Preferred Creditor Status. Banks, Research

: After Basel 3 – Building capital rules that make sense

Risk Control’s William Perraudin and BNP Paribas co-authors describe alternative basis for securitisation capital and argue that the Pool Capital Multiplier Approach (PCMA) represents a better way of developing capital rules for securitisations in a recent presentation.

Banks, Research

: Services developments

Risk Control offers analytical services generating PDs for banks based on multiple credit quality indicators (market price, ratings and financial ratio based). Banks, Consulting

: Update to study

Risk Control revises analysis on the impact of Basel Standardised Approach rules on capital, lending and loan spreads in Switzerland to reflect the Basel Committee’s December 2015 proposals in BCBS 347. Banks, Research

: Software developments

Risk Control builds script editor and debugger feature into its stress testing application Stress Controller TM permitting users additional flexibility to change and extend analytics without recoding the software. Software

: EBA presentation

William Perraudin and bank co-authors present views on the Commission’s recent proposals on securitisation capital to the European Banking Authority in London. Banks, Events

: European Money and Finance Forum conference

Risk Control Director makes presentation on pressures on bank capital to senior bankers and risk specialists at SUERF Banking Reform conference. Banks, Events