Risk Control creates scenario analysis tools for multilateral lenders.
Banks, SoftwareNews
: Limit System Software
Risk Control devises innovative software for tracking headroom vis-à-vis different credit risk limits.
Credit Risk, Software: Training in ALM Techniques
Risk Control delivers training in ALM techniques to asset manager
Investment Firms, Training: Global Credit Market Update
Risk Control publishes a note on how Global Credit Markets have been affected by the Covid-19 crisis.
Banks, Credit Risk, Investment Firms, Rating: Risk Control completes study on infrastructure debt capital charges
The report, commissioned by Global Infrastructure Hub, examines the grounds on which regulators have set capital charges and whether they are commensurate with risk.
Consulting, Insurers, Regulation: European Commission publishes Risk Control study on the current state of investment research across EU countries
Risk Control’s study The Impact of MiFID II Rules on SME and Fixed Income Investment Research released.
Asset Managers, Investment Firms, Public Institutions, Regulation: Regional Bank Default Probabilities in the Covid-19 Crisis
Risk control publishes a note on bank default probabilities in the Covid-19 crisis in the form of regional indices for North America, Europe, Africa, Asia & Oceania, Latin America & Caribbean and Middle East.
Asset Managers, Banks, Credit Risk, Insurers, Methodology: Covid-19 Credit Market Dashboard
Risk Control has developed a dashboard to show the credit market implications of the Covid-19 crisis. Data is updated daily and access is free. To register, please follow this link.
Banks, Credit Risk, Insurers, Investment Firms, Public Institutions, Rating: Covid-19 Crisis Update: What Happened to Sovereign Credit Quality in July?
In our new note we estimate Probabilities of Default (PDs) from Credit Default Swap (CDS) spreads and infer real time ratings for July 2020.
Rating, Research: Gainers and the Losers: Real-Time Industry PDs in the Covid-19 Crisis
Risk Control publishes a new note showing how representative probabilities of default (PDs) for individual industry sectors have evolved since the crisis began. The techniques applied permit one to refresh PD estimates in real time and, hence, offer extremely timely information about the state of corporate credit.
Credit Risk, Research: Real-Time Sovereign Ratings Update
Risk Control updates its analysis of the sovereign ratings and PDs implied by CDS spreads.
Rating, Research: Real-time ratings in the Covid-19 crisis
Risk Control publishes a new study on real-time sovereign ratings in the Covid-19 crisis
Research