Risk Control devises dashboard module within its Stress Controller framework. Banks, Investment Firms, Software
News
: Training on Cutting Edge ICAAP Methods for Asset Managers
Risk Control delivers training in ICAAP analysis to major asset manager. Investment Firms
: Market Liquidity Project
Operating successfully in illiquid markets requires intelligent use of data. Risk Control assists major bank by completing market liquidity study. Banks, Consulting, Investment Firms
: Securitisation Risk Briefing
Risk Control briefs senior EU officials on securitisation capital on behalf of leading industry body. Public Institutions
: Presentation on Indicators of Bond Market Liquidity
Risk Control presents on bond market liquidity to AFME’s Credit Board. Banks
: 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
: Global Risk Regulator article
Global Risk Regulator article on securitisation and 5% retention issue makes use of Risk Control paper on the 5% threshold, quoting Director William Perraudin and BNP Paribas co-authors. Banks, Media
: 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
: 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