Risk Control consults on a wide range of risk and valuation issues and supplies new-generation portfolio credit risk models. A research-led company, we work with major banks, insurers, financial regulators, hedge funds and asset managers worldwide on software implementations, consulting assignments and training. We offer software, parameterisation and methodology solutions for all your risk management and valuation needs.
Our groundbreaking Risk Controller software has been used for credit VaR, asset liability management, counter-party risk, CDPC modelling, retail banking, distressed debt and emerging market risk as well as the pricing of CDOs and asset-backed securities.
Risk Control solutions
Risk Controller, our main software product, supplies a complete, portfolio risk management system covering credit and market risk over multiple horizons. We offer desk-top, multi-user enterprise and grid-enabled versions.
Consulting
Drawing on their extensive consulting and research experience and knowledge of regulatory frameworks like Basel II, our staff can devise innovative but highly practical solutions for your risk management problems.
News
January 2014: RCL completes ICAAP risk assessments for several leading asset managers.
December 2013: Financial regulator version of RCL's Stress Controller is completed.
November 2013: RCL enhances the Credit Standalone version of Stress Controller.
November 2013: RCL presents at a Marcus Evans event on the future of securitisation market.
October 2013: RCL director Perraudin presents on securitisation capital at ABI/AFME conference.
September 2013: RCL extends the Credit Standalone version of Stress Controller to permit RAROC calculation conditional on macroeconomic scenarios.
August 2013: Facility to permit reverse engineering of scenarios included in RCL's Stress Controller.
July 2013: Coverage in Risk Magazine and Euromoney of RCL's work on securitisation capital joint with BNP Paribas.
June 2013: Securitization Intelligence article "Regulation Still The Name Of The Game For ABS Market" discusses the Arbitrage-Free Approach.
June 2013: IFR European Securitisation Briefing and Debtwire discuss the presentation of the Arbitrage-Free Approach.
June 2013: A "platform" version of RCL's powerful Stress Controller application is completed.
June 2013: A second study of regulatory capital for securitisations completed with BNP Paribas.
May 2013: ICAAP risk analysis services for asset managers and securities firms launched.
April 2013: Study of regulatory capital for securitisations presented to regulators.
March 2013: RCL engaged by major banks to analyse capital for securitisations.
March 2013: Presentation at the Banco de Espaņa conference.
February 2013: Major enhancements to RCL's stress scenario application Stress Controller announced.
January 2013: RCL launches Risk Monitor, a new framework for analysing business and operational risk.