: 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.

  Presentation

: 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.

  Research

: IFRS 9/CECL analysis

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

  Consulting

: 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