Risk Control enhances the methodology of its Stress Controller software to accommodate the current low interest rate environment. Banks, Research, Software
News category: Research
: Solvency II paper
Risk Control authors publish analysis of Solvency II capital calibration for securitisations, which finds Solvency II capital charges for AAA-rated Type 1 tranches are double what the evidence suggests is appropriate, and develop alternative calibration. Research
: SME financing insight
Business and Industry Advisory Committee to the OECD includes Risk Control Director’s insight on how securitisation could assist SME financing in recent publication Financing Growth; SMEs in Global Value Chains. Events, Research
: European Commission project
Risk Control wins tender for project on the drivers of corporate bond market liquidity for European Commission’s DG FISMA, the Directorate-General for Financial Stability, Financial Services and Capital Markets Union. Banks, Consulting, Research
: MDB ratings research
Risk Control publishes paper analysing influences on Multilateral Development Bank credit standing including the market practice known as Preferred Creditor Status. Banks, Research
: After Basel 3 – Building capital rules that make sense
Risk Control’s William Perraudin and BNP Paribas co-authors describe alternative basis for securitisation capital and argue that the Pool Capital Multiplier Approach (PCMA) represents a better way of developing capital rules for securitisations in a recent presentation.
: Return on Regulatory Capital note
Risk Control publishes a note showing how banks may use top down analysis of their assets to optimise the Return on Regulatory Capital (RORC). Banks, Consulting, Research, Software
: Update to study
Risk Control revises analysis on the impact of Basel Standardised Approach rules on capital, lending and loan spreads in Switzerland to reflect the Basel Committee’s December 2015 proposals in BCBS 347. Banks, Research
: PCS commend Risk Control paper
Prime Collateralised Securities commend Risk Control’s “Comment on the Commission’s Proposals for Reviving the European Securitisation Market” as a “compelling case for a more elegant solution”. Banks, Research
: Comments on the Commission’s proposals
Risk Control and bank co-authors publish a paper analysing the European Commission’s proposals for reviving European securitisations, identifying impediments to their success and proposing remedies. Banks, Research
: 2016 EBA Stress Testing Tool
Risk Control develops a centralised software application within Stress ControllerTM for 2016 EBA stress testing. Banks, Consulting, Research, Software
: Capital Floors, the Revised SA and the Cost of Loans in Switzerland
Risk Control publishes a study analysing the impact of proposed changes in Basel rules on capital, lending and loan spreads. Banks, Research