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Risk Control Limited is an independent risk management consultancy and software firm headquartered in London, United Kingdom.

The firm works with large public and private sector financial institutions. Its primary activities are the production of high-level risk studies (often on regulatory or risk strategy topics), the analysis and design of risk methodologies and the construction and licensing of software. The firm’s clients include public authorities, central banks, insurers, asset managers, and large banks.

History
The company was established in 2001. The British economist William Perraudin is a Director. The firm’s initial focus was credit portfolio modelling.

In the period 2004 to 2006, Risk Control worked closely on software solutions with a major credit rating agency. In 2007, Risk Control began to market its own portfolio modelling software, Risk Controller. From 2008, the firm began to focus on stress testing calculations. Following a sequence of methodology projects with clients, Risk Control launched in 2011 Stress Controller, its software framework for conditional modelling of portfolios and financial statements. In 2013, Risk Control developed and implemented in software a set of innovative techniques for modelling operational risk. Since then, it has applied these methods and developed stress testing for major asset managers.

Publications

 * Capital Floors, the Revised SA and the Cost of Loans in Switzerland, 2015.21
 * Default Probability Risk and Securitisation Capital, 2015.22
 * Comment on Antoniades and Tarashev, 2015. 23
 * Securitisation Purchases by the ECB - What is ‘Senior Enough’?, 2014. 24
 * Pressures on Bank Capital: Presentation by William Perraudin to SUERF Conference, London 2015. 25
 * How European Securitisation could assist SME Financing in Financing Growth; SMEs in Global Value Chains: The Case for a Coordinated G20 Approach26
 * Multilateral Development Bank Ratings and Preferred Creditor Status, 2016. 27
 * (Response to BCBS-IOSCO Consultation, 2015. 28
 * (with Georges Duponcheele and Alexandre Linden) How to Revive the European Securitisation Market: a Proposal for a European SSFA, 2014. 29
 * (with Georges Duponcheele and Daniel Totouom-Tangho) Calibration of the Simplified Supervisory Formula Approach, 2014.30