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
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.
December 2012: Study of Italian credit market conditions published.
November 2012: Risk Controller enhancements announced.
October 2012: Public data version of RCL's bank balance sheet stress testing framework developed.
September 2012: RCL presents risk appetite and ICAAP methodology at Infoline's Stress Testing & ICAAP conference in London.
August 2012: RCL completes white paper on loan default modelling and macro stress testing using Spanish bank loan data.
July 2012: RCL presents liquidity stress testing methodology to Basel Committee's Research Taskforce.
June 2012: Macro stress testing simulation application created integrating RCL's Stress Controller and Risk Controller softwares.