Risk Control Limited

News and updates from Risk Control, a specialist provider of risk management advice and software. Contact us at: [email protected]

[Risk Control Limited @RiskControlLtd]

Risk Control's analysis shows World Bank reform could unlock billions of additional financing for developing countries.
https://t.co/UDvXJxGdWv

[Risk Control Limited @RiskControlLtd]

@Reuters coverage of our study for the @RockefellerFdn on World Bank lending:

https://t.co/WLxqV81c0J

#development #MDB #Lending

[The Rockefeller Foundation @RockefellerFdn]

@RiskControlLtd @Reuters @andrea_shalal 3/3 There’s a lot to learn about how the capital adequacy frameworks affect the World Bank and the other multilateral development banks (MDBs), as well as how credit rating agencies evaluate the MDBs. More background here: https://t.co/T6EtS6u6wd

[The Rockefeller Foundation @RockefellerFdn]

@RiskControlLtd @Reuters @andrea_shalal 2/3 These funds are vital to responding to surging needs in the developing world. With the IMF/World Bank Annual Meetings in #Marrakesh next month, it’s urgent to adopt changes to build a bigger, better bank to fight #climatechange & support economic growth around the world.

[The Rockefeller Foundation @RockefellerFdn]

1/3 $190bn in additional lending for #development and #climateresilience could be unlocked through reforms at the World Bank. Discover more in this new report commissioned by @RockefellerFdn @RiskControlLtd. @Reuters @andrea_shalal https://t.co/8gIqq4psDA

[Risk Control Limited @RiskControlLtd]

@Reuters coverage of our study for @RockefellerFdn on World Bank lending:

https://t.co/WLxqV81c0J
#development #MDB #Lending

[Risk Control Limited @RiskControlLtd]

Do you need to analyse credit and interest rate risk in a wide variety of portfolios?

Check out this video of our RC-Capital Model:
https://t.co/5az3l2KNns

The model is suitable for credit VaR calculations, counter-party risk analysis and multi-asset-class analysis.

[Risk Control Limited @RiskControlLtd]

Our new report examines the effects of developed country regulation on capital flows to Emerging Market and Developing Economies (EMDEs).
Read the full report here:
https://t.co/4ZwIird1yR

[Risk Control Limited @RiskControlLtd]

Our newly published study commissioned by the #G20 Independent Review of MDBs Capital Adequacy Frameworks shows how credit #rating agency criteria constrain the lending headroom of #MDBs.

https://t.co/sTfWRIrMWh

The calculations are performed using RC-Rating Scenario System.

[Risk Control Limited @RiskControlLtd]

Do you need to manage complex limits across multiple origination and database systems?

Take a look at this video of our Limit System.

The software evaluates limits, computes headroom and then delivers these calculations via web services to other systems
https://t.co/fsNDq52SHf

[Risk Control Limited @RiskControlLtd]

We completed a research note on capital-input scaling for the Simplified Supervisory Formula Approach (SSFA). The simple change yields a much more sensible amount of non-neutrality without dramatic cliff effects that can create financial instability.
https://t.co/9VsVk2ApYj

[Risk Control Limited @RiskControlLtd]

@RiskControlLtd has finished some work on #ModelDocumentation standards and helped a firm with its documents.
#modelriskmanagement #riskmanagement

[Risk Control Limited @RiskControlLtd]

@RiskControl completes study of Solvency II #insurance capital rules for #securitisations.

[Risk Control Limited @RiskControlLtd]

Risk Control devises and implements Expected Credit Loss (#ECL) tools for #IFRS9 and #CECL analysis.

[Risk Control Limited @RiskControlLtd]

This study, commissioned by #AFME, shows that #solvencyii capital charges for Asset Backed Securities (ABS) are overly conservative for all except the most favoured senior STS category.
Here is a link to our detailed findings:
https://t.co/DjPi4LL7X6

[Risk Control Limited @RiskControlLtd]

Here is a link to our detailed findings:
https://t.co/CpxChAqfVM

[Risk Control Limited @RiskControlLtd]

European LCR #regulations exhibit a touching faith in the #liquidity of Covered Bonds. In this study, commissioned by #AFME, we show that while CB were more liquid in the early 2010s, since 2016, senior ABS have been consistently more liquid even in the 2020 Covid-19 crisis.

[Risk Control Limited @RiskControlLtd]

We analyse MDB strategy by evaluating a very wide set of scenarios affecting both assets and liabilities.
For each scenario, we compute the impact on the entire rating scorecard of the three main rating agencies.
https://t.co/oHnb0wA7ul
#rating #software

[Risk Control Limited @RiskControlLtd]

Innovative approaches to integrating Limit and Capital #Software Systems: https://t.co/ybgP4cC6qL

[Risk Control Limited @RiskControlLtd]

Director of Risk Control, William Perraudin, talks to European policymakers on Understanding #Securitisation at the #EPFSF's educational seminar.
The speaker list and the agenda is available here: https://t.co/fiZiwbkCDv