Global Risk Regulator article on securitisation and 5% retention issue makes use of Risk Control paper on the 5% threshold, quoting Director William Perraudin and BNP Paribas co-authors. Banks, Media
News
: Reverse Stress Testing
Risk Control develops new reverse stress testing approaches to assist clients in stress test design. Banks, Consulting, Investment Firms, Research, Software
: Stress Controller methodology
Risk Control enhances the methodology of its Stress Controller software to accommodate the current low interest rate environment. Banks, Research, Software
: Solvency II paper
Risk Control authors publish analysis of Solvency II capital calibration for securitisations, which finds Solvency II capital charges for AAA-rated Type 1 tranches are double what the evidence suggests is appropriate, and develop alternative calibration. Research
: SME financing insight
Business and Industry Advisory Committee to the OECD includes Risk Control Director’s insight on how securitisation could assist SME financing in recent publication Financing Growth; SMEs in Global Value Chains. Events, Research
: European Commission project
Risk Control wins tender for project on the drivers of corporate bond market liquidity for European Commission’s DG FISMA, the Directorate-General for Financial Stability, Financial Services and Capital Markets Union. Banks, Consulting, Research
: 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.
: Return on Regulatory Capital note
Risk Control publishes a note showing how banks may use top down analysis of their assets to optimise the Return on Regulatory Capital (RORC). Banks, Consulting, Research, Software
: Risk Methodology training
Risk Control generates training offerings in advanced stress testing and financial planning for banks and asset managers. Banks, Consulting, Investment Firms
: 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