: Liquidity Coverage Ratio Analysis

Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.


: Relative Liquidity of European ABS and CBs

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.


: Solvency II rules for securitisations and Covered Bonds

Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.


: IFRS 9/CECL analysis

Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.


: Backtesting Counterparty Exposure Models

Risk Control develops new methodology for backtesting counterparty exposure models.


: Risk Control consults on credit limits

Risk Control advises bank on the design of its system of credit limits.

  Banks, Consulting

: Covid-19 portfolio reviews for banks

Risk Control performs independent portfolio reviews for banks and other financial institutions in the Covid-19 crisis


: 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


: 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


: Connectivity software

Risk Control enhances its connectivity software with new features


: Brussels presentation on bond market liquidity

Risk Control presents analysis of sovereign bond liquidity to the European Commission


: 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