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
News category: 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
: Stress Controller methodology
Risk Control enhances the methodology of its Stress Controller software to accommodate the current low interest rate environment. Banks, Research, Software
: 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
: Software developments
Risk Control builds script editor and debugger feature into its stress testing application Stress Controller TM permitting users additional flexibility to change and extend analytics without recoding the software. Software
: 2016 EBA Stress Testing Tool
Risk Control develops a centralised software application within Stress ControllerTM for 2016 EBA stress testing. Banks, Consulting, Research, Software
: Software enhancements
Risk Control develops financial planning models for non-bank financial firms including leasing and asset management companies. Investment Firms, Software
: ICAAP for asset managers
Risk Control develops methodologies for determining risk appetite and calculating Pillar II capital for asset managers. Click here for more information. Investment Firms, Software
: Financial planning and stress testing case study
Risk Control completes case study on financial planning and stress testing for an asset manager-private bank. Click here to read the report. Banks, Investment Firms, Software
: Stress Controller enhancements
Risk Control completes enhancement of its Stress Controller TM software permitting flexible scripted stresses to individual position data. Software
: Stress Controller enhancements
Risk Control extends user roles and security in its Stress Controller TM software. Software