: Article in Risk magazine

Risk magazine quotes a Director of Risk Control in article on the Basel Committee’s revised standardised capital approaches and their implications for banks. Banks, Media

: Risk magazine article

Risk magazine quotes Risk Control Director William Perraudin on the capital treatment of securitisations. Banks, Media

: Conservative Monotone Approach Update

Risk Control presents new developments to the CMA and the PCMA at the Global ABS conference in Barcelona.

Global ABS Banks, Events

: Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Risk Control publishes a study analysing the impact of proposed changes in Basel rules on capital, lending and loan spreads. Banks, Research

: BIAC-G20 Paris conference

Risk Control Director presents on European securitisation and SME financing at “Business Access to Global Value Chains and Financing SMEs” BIAC-G20 conference at the OECD. Banks, Events

: EU Consultation Response

Risk Control responds to an EU framework for simple, transparent and standardised securitisation. Banks

: Wharton School Symposium

Director of Risk Control, William Perraudin, speaks on Systemically Important Financial Institutions at Wharton School Symposium.  Presentation slides available here.  Click here for conference programme.

Wharton_compressed Banks, Events

: Default Probability Risk and Securitisation Capital

Risk Control publishes a note on parameter risk in credit risk capital with an application to securitisation exposures.  Note available here. Banks, Research

: World Bank Forum

Risk Control Director speaks on evaluating commercial bank credit risk at World Bank forum for top central bank officials.  Click here for presentation slides and here for note on comparing bank risk measures. Banks, Events