Category Archives: PrecisionMetricsTM

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, David Abitbol, Next Generation, RR Consulting, Sylvain Raynes | Leave a comment
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