New research paper issued examining the impact on the European securitisation market of the introduction by regulators of the Standardised Approach (SA) Output Floor.
Research paper available here.
News category: Regulation
: Reviving Securitisation in Europe
Risk Control completes a research note on capital-input scaling for the Simplified Supervisory Formula Approach (SSFA). Research note available here.
: Presentation on Model Risk in Prometeia webinar
Risk Control’s William Perraudin presents on Model Risk in webinar to Italian bankers organised by Prometeia.
: Risk Control completes study on infrastructure debt capital charges
The report, commissioned by Global Infrastructure Hub, examines the grounds on which regulators have set capital charges and whether they are commensurate with risk.
Consulting, Insurers, Regulation: European Commission publishes Risk Control study on the current state of investment research across EU countries
Risk Control’s study The Impact of MiFID II Rules on SME and Fixed Income Investment Research released.
Asset Managers, Investment Firms, Public Institutions, Regulation: MiFID II Tender
Risk Control is selected by the European Commission to complete a major analysis of the impact of MiFID II rules on investment research. Consulting, Investment Firms, Public Institutions, Regulation
: Risk Control presents to EBA on regulatory issues
Risk Control presents analysis of IRB credit scoring models to European regulators. Banks, Credit Risk, Regulation
: Risk Control comments on EBA Technical Standards
Risk Control submits detailed comments on EBA Regulatory Technical Standards on use of the Basel 3 SEC-IRBA appproach to capital for securitisation exposures. Risk Control’s comments identify additional areas on which the EBA should guide the industry in SEC-IRBA implementation. Banks, Consulting, Regulation
: Global ABS presentation
Risk Control participates in the panel discussion ‘Overview of Basel IV Capital Rules, Solvency II and How They Affect ABS’ at the Global ABS conference in Barcelona. Banks, Insurers, Regulation
: Risk Control presents at European Money and Finance Forum
Risk Control presents its findings on liquidity in the European corporate bond market at SUERF’s annual European Money and Finance Forum in London. Banks, Insurers, Investment Firms, Liquidity, Market Risk, Regulation
: Paris presentation on bond market liquidity
Presentation by Risk Control to ESMA in Paris on developments in European corporate bond markets. Banks, Insurers, Investment Firms, Liquidity, Market Risk, Regulation
: Frankfurt presentation on bond market liquidity
Risk Control presents on European corporate bond market liquidity to the European Central Bank in Frankfurt. Banks, Insurers, Investment Firms, Liquidity, Market Risk, Regulation