: Research paper

Risk Control publishes assessment of how regulators could revive the European securitisation market by adjusting capital charges for High Quality Securitisations. Research

: Recruitment opportunities

Risk Control is now recruiting for a Junior Quantitative Analyst, Junior Consultant/Analyst , and for a Business Development role. Recruitment

: Risk Control on Twitter

Follow us on Twitter @RiskControlLtd for regular news and updates. Media

: ICAAP analysis training 

Risk Control provides training in ICAAP analysis for leading asset manager. Investment Firms

: Study on Securitisation Purchases by the ECB

Risk Control proposes that central banks and regulators measure securitisation seniority using a formula rather than agency ratings in regulation and collateral eligibility. Research

: Study for GFMA

Risk Control completes study for GFMA on the quantitative impact of the Basel Committee’s proposals for securitisation capital. Click here to read the full study. Consulting, Research

: Presentation at Global ABS

Risk Control’s Perraudin presents at Global ABS in Barcelona on new regulatory developments for securitisations. Events

: Stress Controller enhancements

Risk Control completes enhancement of its Stress ControllerTM software permitting flexible scripted stresses to individual position data. Software

: Study on High Quality Securitisations

Risk Control’s Perraudin publishes a reasearch study on the risk and liquidity advantages of investing in High Quality Securitisations. Research

: Stress Controller enhancements

Risk Control extends user roles and security in its Stress ControllerTM software. Software

: Study on alternative for securitisation capital

Risk Control’s Perraudin and BNP Paribas co-authors issue study of a practical, formula-based alternative for securitisation capital, the Conservative Monotone Approach, entitled: “Calibration of the CMA and Regulatory Capital for Securitisations”. Research