The first of three studies commissioned by the G20 Independent Review of MDBs Capital Adequacy Frameworks becomes public.
The study presents a quantification of Preferred Creditor Treatment (PCT) for Multilateral Development Banks (MDBs).
News
: Hybrid Capital Analysis
Risk Control analyses the use of hybrid capital backed by Special Drawing Rights (SDRs) for several Multilateral Development Banks (MDBs).
: Validation of Sovereign Rating Model
Risk Control carries out independent review and validation of a clients Sovereign Credit Rating Model and provides findings and recommendations comparing the approach vis-à-vis industry best practices.
: Analytical Support for Significant Risk Transfer (SRT) Trades
Risk Control supports multiple Significant Risk Transfer (SRT) trades, providing risk and pricing analyses to both investors and issuers.
: Risk Based Pricing Software
Risk Control deploys new Risk Based Pricing software.
See Risk Control’s software suite here.
: Impact of the SA Output Floor on the European Securitisation Market
New research paper issued examining the impact on the European securitisation market of the introduction by regulators of the Standardised Approach (SA) Output Floor.
Research paper available here.
: Liquidity in ABS, Covered Bond and Corporate Bond Markets
Risk Control completes a new research note examining the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps).
The note is available here.
: Enhancement to Limit System
Risk Control completes series of major enhancements to its RC-Limit System software, facilitating the convenient specification of a wider set of limits.
A brief description of RC-Limit System can be found here.
See Risk Control’s software suite here.
: Liquidity Analysis by Asset Class
Risk Control completes analysis of liquidity for different asset classes, providing evidence for regulators framing liquidity rules for banks. Consulting, Liquidity
: Support for Significant Risk Transfer (SRT) Deals
Risk Control supports investors evaluating risk transfer deals, combining risk and pricing analyses. Banks, Consulting
: Tools for Risk Based Pricing of Loans
Risk Control supports a major credit fund in developing Risk Based Pricing (RBP) tools for evaluating new deals. Consulting, Insurers, Investment Firms
: Risk Control Assists G20 Expert Panel
The Risk Control team led by William Perraudin assisted the G20 mandated Expert Panel for Multilateral Development Banks’ Capital Adequacy Frameworks by analysing historical data on MDB loan performance. The work forms part of the recently published Independent Review of Multilateral Development Banks’ Capital Adequacy Frameworks.
The report has some key recommendations that could significantly boost existing MDB lending capacity.