Risk Control’s paper on securitization has been widely recognized by leading publications, such as True Sale International, Revel Partners, Global Capital Securitization, Paris Europlace and European DataWarehouse. The paper’s innovative approach and compelling arguments have resonated with industry experts, policymakers, and investors alike. Asset Managers, Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Regulation, Securitisation
News
: Risk Control is making global media headlines
Global Capital Securitization published a news article highlighting Risk Control’s ground-breaking paper, which reveals how a risk-sensitive risk weight floor can unlock billions in investment and drive European economic growth. Asset Managers, Banks, Credit Risk, Regulation, Securitisation
: European Competitiveness and Securitisation Regulations
Risk Control publishes research showing how judicious rule and governance changes could expand the securitisation market and boost European competitiveness. Asset Managers, Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Regulation, Securitisation
: Calibration of a Securitisation Capital Floor
Risk Control publishes research paper on model risk-based calibration of a regulatory capital floor. Banks, Public Institutions, Regulation, Securitisation
: Research on Rethinking the Securitisation Risk Weight Floor
Risk Control publishes new research paper proposing risk-sensitive Risk Weight Floor for policymakers to analyse and adopt.
Banks, Consulting, Credit Risk, Public Institutions, Regulation, Securitisation
: Study of MDB Preferred Creditor Treatment for sovereign loans by rating
Risk Control completes study of Multilateral Development Bank (MDB) sovereign loan performance and Preferred Creditor Treatment (PCT).
: Cloud-based software hosting for Risk Control software using Microsoft Azure
Risk Control enhances its Software-as-a-Service offerings by hosting all its major software via dedicated, client-specific, and highly secure Microsoft Azure cloud-based installations.
: New Non-Financial Risk Capital software completed
Risk Control implements a model for computing Non-Financial Risk Capital using an Advanced Models Approach (AMA).
: Public Discussion on Risk Control’s MDB Risk Transfer and Risk Benchmarking Solutions
Risk Control spoke at “The G20 CAF Recommendations One Year On:
Implementation and Challenges” event organised by the MDB Challenge Fund on the margins of the 2023 Annual Meetings of the IMF and the World Bank Group .
Event panellists discussed the solutions they are developing to unlock more headroom in response to urgent climate and development finance needs.
Risk Control’s projects focus on MDB risk transfer and risk benchmarking. See more about the projects’ objectives here. Events, Presentation
: Press Release: New World Bank Studies
Risk Control’s new studies commissioned by The Rockefeller Foundation show that World Bank reform could unlock billions of additional financing for developing countries.
Learn more about it in the latest press release.
: RC-Capital Model Video
Risk Control publishes a short video about the RC-Capital Model on its YouTube channel. The Monte Carlo model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. Asset Managers, Credit Risk, Investment Firms, Software
: MDB Portfolio Expansion study
The second study commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
It assesses credit rating agency criteria and MDB headroom capacity.
The calculations are performed using Risk Control’s Rating Scenario System. This software replicates the full scorecard of MDB ratings for the three major rating agencies, Fitch, Moody’s and Standard & Poor’s.