: ICAAP analysis training 

Risk Control provides training in ICAAP analysis for leading asset manager. Investment Firms

: Study on Securitisation Purchases by the ECB

Risk Control proposes that central banks and regulators measure securitisation seniority using a formula rather than agency ratings in regulation and collateral eligibility. Research

: Study for GFMA

Risk Control completes study for GFMA on the quantitative impact of the Basel Committee’s proposals for securitisation capital. Click here to read the full study. Consulting, Research

: Presentation at Global ABS

Risk Control’s Perraudin presents at Global ABS in Barcelona on new regulatory developments for securitisations. Events

: Stress Controller enhancements

Risk Control completes enhancement of its Stress Controller TM software permitting flexible scripted stresses to individual position data. Software

: Study on High Quality Securitisations

Risk Control’s Perraudin publishes a reasearch study on the risk and liquidity advantages of investing in High Quality Securitisations. Research

: Stress Controller enhancements

Risk Control extends user roles and security in its Stress Controller TM software. Software

: Study on alternative for securitisation capital

Risk Control’s Perraudin and BNP Paribas co-authors issue study of a practical, formula-based alternative for securitisation capital, the Conservative Monotone Approach, entitled: “Calibration of the CMA and Regulatory Capital for Securitisations”. Research

: Presentation at a conference

Risk Control presents on Enterprise Risk Management implications of Defined Benefit pensions schemes to the UK Institute of Actuaries’ WMA Prudential Conference. Events

: Presentation at a conference

Risk Control presents on AFA at a Securitisation Event 2014 in Amsterdam. Events

: ICAAP assessments

Risk Control completes ICAAP risk assessments for several leading asset managers. Consulting, Investment Firms