Risk Control completes enhancement of its Stress Controller TM software permitting flexible scripted stresses to individual position data. Software
News
: 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 Controller TM software. Software
: 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
: Presentation at a conference
Risk Control presents on Enterprise Risk Management implications of Defined Benefit pensions schemes to the UK Institute of Actuaries’ WMA Prudential Conference. Events
: Presentation at a conference
Risk Control presents on AFA at a Securitisation Conference 2014 in Amsterdam. Events
: ICAAP assessments
Risk Control completes ICAAP risk assessments for several leading asset managers. Consulting, Investment Firms
: New modelling approach
New approach developed for modelling tree-based correlation structures with application to asset manager ICAAP and operational risks by legal entity. Investment Firms, Research