Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.
News tagged: Asset Managers
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.
Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.