Risk Control spoke at the AFME and Paris EUROPLACE Securitisation Forum on the need to revisit Europe’s prudential regulation for securitisation.
See more about the event, including the agenda, here.
Risk Control presents analysis of the changing nature of securitisation and Covered Bond liquidity to regulators considering Liquidity Coverage Ratio reforms.
Risk Control completes research showing that Asset Backed Security (ABS) liquidity has increased significantly since 2016 and now exceeds that of Covered Bonds in Europe.
: Research report on ESG and Credit Rating Correlations
Risk Control publishes a report on how ESG and credit ratings move together, providing a key building block for the integrated management of ESG and credit risks in loan and bond portfolios.
: Innovative approaches to integrating Limit and Capital Software Systems
Risk Control publishes a note on how its Limit software (RC-Limit System) may be integrated with a powerful Credit Portfolio Model (RC-Capital Model), to permit the use of Economic Capital-based credit limits.
Director of Risk Control, William Perraudin, speaks on Understanding Securitisation at the European Parliamentary Financial Services Forum’s educational seminar co-organised by EBF and AFME. The speaker list and the agenda is available here.