: Top-down and Performance-based SME Default Probabilities

Risk Control publishes note on alternative approaches to estimating default probabilities for European SMEs

Research

: Quant Suite Portal software

Risk Control develops an integrated portal for its quant analysis softwares

Software

: Connectivity software

Risk Control develops web-service-based connectivity software for Asset Managers with internationally dispersed operations

Software

: Survey on Investment Research

Risk Control will launch this month a major survey asking asset managers how the MiFID II rules have affected the quantity and quality of investment research.

Consulting

: New software for connecting investors to originators in the loan market

Risk Control completes innovative software for a fund investing in loan portfolios.

Software

: Podcast on securitisation market and its regulation

Risk Control explains the state of the European securitisation market and how the regulatory framework affects it.

Media

: Course on risk analysis, capital allocation and pricing of securitisations

Risk Control delivers course covering risk analysis and pricing of securitisations to central bankers and regulators in Florence.

Training

: Tools for ALM analysis

Risk Control develops innovative approaches to ALM analysis.

Software

: Risk Control presents to EBA on regulatory issues

Risk Control presents analysis of IRB credit scoring models to European regulators. Banks, Credit Risk, Regulation

: Scenario Frame software announced by Risk Control

Risk Control develops framework software for multiple scenario based risk calculations. The framework software may be customised to generate bespoke solutions for individual clients. Banks, Insurers, Investment Firms, Market Risk, Software

: Risk Control comments on EBA Technical Standards

Risk Control submits detailed comments on EBA Regulatory Technical Standards on use of the Basel 3 SEC-IRBA appproach to capital for securitisation exposures. Risk Control’s comments identify additional areas on which the EBA should guide the industry in SEC-IRBA implementation. Banks, Consulting, Regulation