The Risk Control team led by William Perraudin assisted the G20 mandated Expert Panel for Multilateral Development Banks’ Capital Adequacy Frameworks by analysing historical data on MDB loan performance. The work forms part of the recently published Independent Review of Multilateral Development Banks’ Capital Adequacy Frameworks.
The report has some key recommendations that could significantly boost existing MDB lending capacity.
Risk Control assist a client in covering the topics of their annual review meeting with a rating agency.
Risk Control assists a client in the modification of certain aspects of their Risk Based Pricing (RBP) Model and delivers training on the use of the updated pricing tool.
Risk Control completes a research note on capital-input scaling for the Simplified Supervisory Formula Approach (SSFA). Research note available here.
Risk Control completes work on model documentation standards and helps a firm with its documents.
Video recording of session 3: The need to revisit aspects of prudential regulation (Risk Control presentation from 19:41)
Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.
Risk Control completes research showing that Asset Backed Security (ABS) liquidity has increased significantly since 2016 and now exceeds that of Covered Bonds in Europe.
Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.