Risk Control gives a presentation about MDB risk transfer and what implications it has for EIF. RC’s Managing Director William Perraudin spoke at EIF RM on 18th Oct 2024 in Luxembourg. Consulting, Credit Risk, Events, Market Risk, Public Institutions, Rating, Risk Methods
News category: Consulting
: Research on Rethinking the Securitisation Risk Weight Floor
Risk Control publishes new research paper proposing risk-sensitive Risk Weight Floor for policymakers to analyse and adopt.
Banks, Consulting, Credit Risk, Public Institutions, Regulation, Securitisation
: Study of MDB Preferred Creditor Treatment for sovereign loans by rating
Risk Control completes study of Multilateral Development Bank (MDB) sovereign loan performance and Preferred Creditor Treatment (PCT).
: Press Release: New World Bank Studies
Risk Control’s new studies commissioned by The Rockefeller Foundation show that World Bank reform could unlock billions of additional financing for developing countries.
Learn more about it in the latest press release.
: Hybrid Capital Analysis
Risk Control analyses the use of hybrid capital backed by Special Drawing Rights (SDRs) for several Multilateral Development Banks (MDBs).
: Validation of Sovereign Rating Model
Risk Control carries out independent review and validation of a clients Sovereign Credit Rating Model and provides findings and recommendations comparing the approach vis-à-vis industry best practices.
: Analytical Support for Significant Risk Transfer (SRT) Trades
Risk Control supports multiple Significant Risk Transfer (SRT) trades, providing risk and pricing analyses to both investors and issuers.
: Liquidity Analysis by Asset Class
Risk Control completes analysis of liquidity for different asset classes, providing evidence for regulators framing liquidity rules for banks. Consulting, Liquidity
: Support for Significant Risk Transfer (SRT) Deals
Risk Control supports investors evaluating risk transfer deals, combining risk and pricing analyses. Banks, Consulting
: Tools for Risk Based Pricing of Loans
Risk Control supports a major credit fund in developing Risk Based Pricing (RBP) tools for evaluating new deals. Consulting, Insurers, Investment Firms
: Risk Control Assists G20 Expert Panel
The Risk Control team led by William Perraudin assisted the G20 mandated Expert Panel for Multilateral Development Banks’ Capital Adequacy Frameworks by analysing historical data on MDB loan performance. The work forms part of the recently published Independent Review of Multilateral Development Banks’ Capital Adequacy Frameworks.
The report has some key recommendations that could significantly boost existing MDB lending capacity.
: Annual Rating Agency Review
Risk Control assist a client in covering the topics of their annual review meeting with a rating agency.