Category Archives: David Abitbol

An Interview with David Abitbol, alias Japanster

At R&R Consulting, we’re known for the diversity of our talent. But who knew R&R’s head of risk management was a famous downtown DJ? Read the interview in Manhattan Magazine, and watch this page for an opportunity to experience David’s magic first-hand at an R&R-hosted event in February.

Posted in David Abitbol | Leave a comment

New! R&R CDS Valuation Engine: CDSMetrics

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 in concert with Monte Carlo simulation to generate a sequence of […]

Also posted in CDSMetrics, Next Generation, PrecisionMetricsTM, RR Consulting, Sylvain Raynes | Leave a comment
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