Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisis
ResearchNews category: Research
: Predicting Default for UK SMEs Using Companies House Data
Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companies
Research: New computer vision techniques for reading image data
Risk Control develops computer vision techniques for reading data from image files
Research: Risk Control completes case study on risk transfer transactions
Risk Control assists major bank with advice concerning risk transfer transactions
Banks, Consulting, Research: Top-down and Performance-based SME Default Probabilities
Risk Control publishes note on alternative approaches to estimating default probabilities for European SMEs
Research: Forecasting Assets under Management for Stress Testing and Strategy Purposes
Risk Control publishes a note on forecasting assets under management for stress testing purposes. Investment Firms, Research
: Rating Correlations and Macro Stress Testing
Risk Control devises powerful techniques for stress testing, IFRS 9 and credit portfolio modelling. Banks, Investment Firms, Research
: Provisions Forecasting Under Stress
Risk Control devises new methodologies for modelling sovereign credit provisions conditional on macro scenarios. Banks, Investment Firms, Research
: How to Analyse Risk in Securitisation Portfolios
Risk Control authors suggest a rigorous method for calculating risk in securitisation portfolios, permitting investors to profit from relatively high returns offered by these portfolios while maintaining a cautious and prudent approach to risk. Banks, Investment Firms, Research, Software
: SSRN top ten list
Risk Control paper, “Capital Floors, the Revised SA and the Cost of Loans in Switzerland”, makes SSRN ‘s PSN: Global Banking Top Ten download list. Banks, Research
: Modelling innovation
Risk Control introduces Bayesian layer in the statistical macroeconomic model it employs for stress testing and scenario generation. This approach permits users to combine evidence from historical experience with prior views on macroeconomic impacts to create and manipulate robust and intuitive scenarios in a flexible fashion. Banks, Consulting, Investment Firms, Research, Software
: Reverse Stress Testing
Risk Control develops new reverse stress testing approaches to assist clients in stress test design. Banks, Consulting, Investment Firms, Research, Software