Risk Control completes a new research note examining the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps).
The note is available here.
Risk Control completes a new research note examining the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps).
The note is available here.
Risk Control completes series of major enhancements to its RC-Limit System software, facilitating the convenient specification of a wider set of limits.
A brief description of RC-Limit System can be found here.
See Risk Control’s software suite here.
Risk Control completes analysis of liquidity for different asset classes, providing evidence for regulators framing liquidity rules for banks. Consulting, Liquidity
Risk Control supports investors evaluating risk transfer deals, combining risk and pricing analyses. Banks, Consulting
Risk Control supports a major credit fund in developing Risk Based Pricing (RBP) tools for evaluating new deals. Consulting, Insurers, Investment Firms
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.
Risk Control spoke at the AFME and Paris EUROPLACE Securitisation Forum on the need to revisit Europe’s prudential regulation for securitisation.
See more about the event, including the agenda, here.
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.