R&R Consulting will launch a CDS of ABS valuation engine, CDSMetrics. This includes CDS contracts written on individual tranches of RBMS transactions. CDSMetrics is a web-enabled application successfully used by hedge fund clients of R&R to value CDS of RMBS contracts. CDSMetrics uses a loss distribution...

Ever wonder what it'd be like to steer a portfolio through today's turbulent credit market? Now you can! "The Accidental Trader", an online game developed by New York-based structured finance consultancy R&R Consulting simulates the real-life experience of a risk manager managing the credit risks of...

By Aaron L. Task | Editor at Large @ thestreet,com | 8/23/2007 10:53 AM EDT As the carcasses of subprime mortgage-backed securities lie rotting on Wall Street, the buzzards are circling heretofore untouchable prey: the rating agencies. Critics say the ratings industry was too late in downgrading...