: 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.


: Regional Bank Default Probabilities in the Covid-19 Crisis

Risk control publishes a note on bank default probabilities in the Covid-19 crisis in the form of regional indices for North America, Europe, Africa, Asia & Oceania, Latin America & Caribbean and Middle East.

Asset Managers, Banks, Credit Risk, Insurers, Methodology

: Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis

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, Research

: 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