Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.
News tagged: Banks
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.
Risk Control develops new methodology for backtesting counterparty exposure models.
Risk Control advises bank on the design of its system of credit limits.
Risk Control performs independent portfolio reviews for banks and other financial institutions in the Covid-19 crisisConsulting
Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisisResearch
Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companiesResearch
Risk Control enhances its connectivity software with new featuresSoftware
Risk Control presents analysis of sovereign bond liquidity to the European CommissionEvents
Risk Control completes Data Connector application integrated with Kafka for feeding real time and scheduled data into risk applicationsSoftware