A new study by Risk Control analyses the credit quality, liquidity, and development leverage of SDR-based hybrid capital, highlighting its potential to significantly boost MDB lending capacity while maintaining reserve asset status. counterparty risk, Credit Risk, Rating, Regulation
News category: Rating
: Risk Control Analyses Counterparty Risk in MDB Exposure Exchange Agreements
A new study by Risk Control examines the impact of counterparty risk on MDB Exposure Exchange Agreements (EEAs), providing insights into appropriate scaling factors for differently rated counterparties. counterparty risk, Credit Risk, Rating
: Risk Control Develops Fair Pricing Model for MDB Sovereign Loans
Risk Control has developed a novel approach to pricing MDB sovereign loans, considering factors such as sovereign ratings, tenors, and the impact of Preferred Creditor Treatment (PCT). Credit Risk, Liquidity, Rating, Recruitment
: Risk Control Presents at EIF RM
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
: Risk Control Presents at SCI Seminar in London
Risk Control’s Managing Director William Perraudin gave the keynote speech on the topic “Securitisation Risk and Regulatory Capital” at SCI’s 10th Annual Capital Relief Trades Seminar on October 16-17,2024 in London. Banks, Credit Risk, Insurers, Public Institutions, Rating
: Risk Control Leads Dialogue on Financial Innovation
Risk Control recently participated in a discussion on bank risk management for the Mayer Brown’s podcast series #CrediblyChallenged. Risk Control’s MD William Perraudin and Georges Duponcheele (GLIS) addressed topics including securitisation’s impact on bank capital requirements and European competitiveness. The dialogue emphasizes Risk Control’s ongoing commitment to advancing financial risk management strategies.
The link for podcast is here.
Credit Risk, Methodology, Public Institutions, Rating, Regulation, Securitisation
: Breaking: Securitisation Reform Set to Revolutionize European Economic Landscape
Risk Control’s analysis is touted by SUERF as it announces Policy Brief No. 976, “Securitisation Reform to Boost European Competitiveness.” Authored by Risk Control’s team of experts, it proposes strategies to enhance European economic growth through securitisation reform. The brief addresses private investments, bank lending capacity, and regulatory adjustments. It contributes valuable insights to European financial policy discussions.
The link for same in SUERF publication.
Banks, Public Institutions, Rating, Regulation, Securitisation
: 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.
: MDB Portfolio Expansion study
The second study commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
It assesses credit rating agency criteria and MDB headroom capacity.
The calculations are performed using Risk Control’s Rating Scenario System. This software replicates the full scorecard of MDB ratings for the three major rating agencies, Fitch, Moody’s and Standard & Poor’s.
: 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.
: Annual Rating Agency Review
Risk Control assist a client in covering the topics of their annual review meeting with a rating agency.
: Global Credit Market Update
Risk Control publishes a note on how Global Credit Markets have been affected by the Covid-19 crisis.
Banks, Credit Risk, Investment Firms, Rating