Risk Control publishes a note on how Global Credit Markets have been affected by the Covid-19 crisis.
Banks, Credit Risk, Investment Firms, RatingNews category: Credit Risk
: Regional Bank Default Probabilities in the Covid-19 Crisis
Risk control publishes a note on bank default probabilities in the Covid-19 crisis in the form of regional indices for North America, Europe, Africa, Asia & Oceania, Latin America & Caribbean and Middle East.
Asset Managers, Banks, Credit Risk, Insurers, Methodology: Covid-19 Credit Market Dashboard
Risk Control has developed a dashboard to show the credit market implications of the Covid-19 crisis. Data is updated daily and access is free. To register, please follow this link.
Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Rating: Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis
Risk Control publishes a new note showing how representative probabilities of default (PDs) for individual industry sectors have evolved since the crisis began. The techniques applied permit one to refresh PD estimates in real time and, hence, offer extremely timely information about the state of corporate credit.
Credit Risk, Research: Risk Control presents to EBA on regulatory issues
Risk Control presents analysis of IRB credit scoring models to European regulators. Banks, Credit Risk, Regulation
: Presentation to Bank CROs
Risk Control analyses the implications of S&P’s new RAC ratings framework for senior staff from multiple banks. Banks, Credit Risk