Risk Control Limited

Risk Control has just moved into new offices on Golden Square, London. Close to Piccadilly Circus, Golden Square provides an airy, tree-lined location for our analysts and developers to work on solving our clients' problems. To learn more about Golden Square, check out the Wikipedia page:  https://lnkd.in/eRWDKZse

Multilateral Development Banks (MDBs) are exploring scalable risk transfer strategies to expand their lending capacity. Drawing on lessons from commercial banks and US mortgage refinance agencies, this report outlines a roadmap for implementing large-scale risk transfer. By adopting a more coordinated approach, similar to US Government Agencies and Government Sponsored Enterprises(GSEs), MDBs can create an efficient, standardised risk transfer infrastructure that supports substantial balance sheet expansion. To achieve this, MDBs need to collaborate on developing a comprehensive data framework that meets investor needs and supports efficient risk transfer.  Read the full paper here: https://lnkd.in/e7EVq76p #CreditRisk #MarketRisk #Liqiudity

Multilateral Development Banks (MDBs) can enhance their risk management significantly through strategic risk transfers. Our recent analysis demonstrates the substantial benefits of credit insurance and synthetic securitisation. Specialised Multilateral Insurers (SMIs) emerge as particularly efficient in this regard, often outperforming private insurers. Synthetic securitisation, especially when involving sovereign or multilateral investors, exhibits even greater potential. Read the full paper here: https://lnkd.in/e_EQdSHD #CreditRisk #MarketRisk #Ratings #Methodolgy

Risk Control presents at the Structured Credit Investor's 10th Annual Capital Relief Trades Seminar. Our Managing Director,William Perraudin, gave the keynote speech on the topic “Securitisation Risk and Regulatory Capital”. #SCI #Securitisation #CapitalRelief #Credit

Our new research paper "Fair Pricing of MDB Sovereign Loans" shows how to value MDB sovereign loans allowing for their de facto seniority (i.e., their Preferred Creditor Treatment). We value the sovereign portfolios of four prominent MDBs (ADB, AfDB, IBRD, IDB) based on country level loan data. The results are highly relevant to the new markets that are currently emerging in MDB risk transfer. The paper was commissioned by the MDB Challenge Fund. Read the full paper here: https://lnkd.in/e5Taianh #CreditRisk #Risk #Ratings #Regulation

📢 Keynote speech at Annual CRT Seminar 📢 Risk Control Limited Director William Perraudin will give the keynote speech on "Securitisation Risk and Regulatory Capital" at Structured Credit Investor's 10th Annual Capital Relief Trades Seminar. 🗓 Date: 16 October 2024 🕘 Time: 9:10am 📍 Location: London, UK Agenda: https://lnkd.in/eqYThkpS #securitisation #regulation

Our new research paper, "Quantifying Preferred Creditor Treatment (PCT) by Rating Grade" shows how the intensity of PCT varies across high and low credit quality sovereigns. This could influence ratings agencies and investors in evaluating the risk of sovereign loans by Multilateral Development Banks (MDBs). And it could help MDBs themselves in their internal risk management and provisioning. Our paper reveals what several decades of historical data tells us on these important topics. Learn more and download the full paper here: https://lnkd.in/emabdVT4 #CreditRisk #MarketRisk #MDBs #Regulation #Banks

Our co-authored paper, "Securitization Reform to Boost European Competitiveness," has been published in the Eurofi Regulatory Update. This timely analysis explores the potential of securitization to play a more significant role in mobilizing private capital for essential investments across Europe. Read the full paper: here:https://lnkd.in/epEk62VY Read the discussion in the Eurofi Regulatory Update (page 65) here: www.eurofi.net.  #Eurofi #Securitization #FinancialRegulation #RiskControl  

We had a good meeting with the UK's FCDO, other bilateral and multilateral Development Finance Institutions on Demonstration Effects. By engaging in innovative deals, DFIs can start new markets, boosting their own direct firepower. Here is a link to our recent paper on the topic: https://lnkd.in/eeFj79qn #Mobilist #FCDO #DevelopmentFinance #DFIs #MDBs

The Draghi Report highlights securitisation as crucial for banks in managing balance sheets effectively and recommends updates to securitisation capital rules. Both points echo our recent paper on European Competitiveness and Securitisation Regulations. Dive deeper into the discussion by accessing the report and our paper here: - The Draghi Report: [Link to the Future of European Competitiveness Report](https://lnkd.in/e2hGdRaX) - Our Paper: [Link to European Competitiveness and Securitisation Regulations Paper](https://lnkd.in/eT9dTsQE)