: Services developments

Risk Control offers analytical services generating PDs for banks based on multiple credit quality indicators (market price, ratings and financial ratio based). Banks, Consulting

: Update to study

Risk Control revises analysis on the impact of Basel Standardised Approach rules on capital, lending and loan spreads in Switzerland to reflect the Basel Committee’s December 2015 proposals in BCBS 347. Banks, Research

: EBA presentation

William Perraudin and bank co-authors present views on the Commission’s recent proposals on securitisation capital to the European Banking Authority in London. Banks, Events

: European Money and Finance Forum conference

Risk Control Director makes presentation on pressures on bank capital to senior bankers and risk specialists at SUERF Banking Reform conference. Banks, Events

: PCS commend Risk Control paper

Prime Collateralised Securities commend Risk Control’s “Comment on the Commission’s Proposals for Reviving the European Securitisation Market” as a “compelling case for a more elegant solution”. Banks, Research

: Comments on the Commission’s proposals

Risk Control and bank co-authors publish a paper analysing the European Commission’s proposals for reviving European securitisations, identifying impediments to their success and proposing remedies. Banks, Research

: Comment on EBA proposal

Risk Control comments on the impact of the EBA’s proposed capital rules for qualifying securitisations and predicts the proposals will fail to revive the European market. Banks