Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.
Risk Control develops new methodology for backtesting counterparty exposure models.
Risk Control’s William Perraudin presents on Model Risk in webinar to Italian bankers organised by Prometeia.
Risk Control publishes a report on how ESG and credit ratings move together, providing a key building block for the integrated management of ESG and credit risks in loan and bond portfolios.
Risk Control publishes a note on how its Limit software (RC-Limit System) may be integrated with a powerful Credit Portfolio Model (RC-Capital Model), to permit the use of Economic Capital-based credit limits.
Director of Risk Control, William Perraudin, speaks on Understanding Securitisation at the European Parliamentary Financial Services Forum’s educational seminar co-organised by EBF and AFME. The speaker list and the agenda is available here.
Risk Control devises credit limits for large non-financial corporate.
Risk Control advises bank on the design of its system of credit limits.
Use of credit limits based on Economic Capital consumption is dramatically facilitated by real time integration of limit systems and Credit Portfolio Models. Risk Control has just completed such an integration of its RC-Limit System and RC-Capital Model softwares.
Risk Control completes review of Risk Appetite Policies and limit setting for a large financial institution.
As part of a larger programme of research on ESG issues, Risk Control publishes strategy note on bank ESG data strategies.