Risk Control publishes a new note showing how representative probabilities of default (PDs) for individual industry sectors have evolved since the crisis began. The techniques applied permit one to refresh PD estimates in real time and, hence, offer extremely timely information about the state of corporate credit.
Credit Risk, ResearchNews
: Real-Time Sovereign Ratings Update
Risk Control updates its analysis of the sovereign ratings and PDs implied by CDS spreads.
Rating, Research: Real-time ratings in the Covid-19 crisis
Risk Control publishes a new study on real-time sovereign ratings in the Covid-19 crisis
Research: Covid-19 portfolio reviews for banks
Risk Control performs independent portfolio reviews for banks and other financial institutions in the Covid-19 crisis
Consulting: Real-time monitoring of credit portfolios in the Covid-19 crisis
Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisis
Research: Predicting Default for UK SMEs Using Companies House Data
Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companies
Research: Connectivity software
Risk Control enhances its connectivity software with new features
Software: Brussels presentation on bond market liquidity
Risk Control presents analysis of sovereign bond liquidity to the European Commission
Events: Data integration solution by Risk Control
Risk Control completes Data Connector application integrated with Kafka for feeding real time and scheduled data into risk applications
Software: Study of sovereign bond liquidity in Europe
Risk Control delivers study of sovereign bond market liquidity to the European Commission
Consulting: Risk Control completes major study on the impact of MiFID II rules
Risk Control delivers major study of the impact of MiFID II on investment research for the European Commission
Consulting: New computer vision techniques for reading image data
Risk Control develops computer vision techniques for reading data from image files
Research