: Solvency II rules for securitisations and Covered Bonds

Risk Control completes detailed analysis of the Solvency II capital rules for securitisations held by European insurers.

  Research

: IFRS 9/CECL analysis

Risk Control develops ECL calculation tools for IFRS 9 and CECL analysis.

  Consulting

: Backtesting Counterparty Exposure Models

Risk Control develops new methodology for backtesting counterparty exposure models.

  Consulting

: Covid-19 portfolio reviews for banks

Risk Control performs independent portfolio reviews for banks and other financial institutions in the Covid-19 crisis

Consulting

: Real-time monitoring of credit portfolios in the Covid-19 crisis

Risk Control develops methodologies for real time risk monitoring of multi-sector and country credit portfolios in the Covid-19 crisis

Research

: Predicting Default for UK SMEs Using Companies House Data

Risk Control publishes note on how to use Rating Engine to estimate probabilities of default (PD) for UK companies

Research

: Connectivity software

Risk Control enhances its connectivity software with new features

Software

: Brussels presentation on bond market liquidity

Risk Control presents analysis of sovereign bond liquidity to the European Commission

Events

: Data integration solution by Risk Control

Risk Control completes Data Connector application integrated with Kafka for feeding real time and scheduled data into risk applications

Software

: Study of sovereign bond liquidity in Europe

Risk Control delivers study of sovereign bond market liquidity to the European Commission

Consulting

: New computer vision techniques for reading image data

Risk Control develops computer vision techniques for reading data from image files

Research