Category Archives: RR Consulting

It’s a Bird… It’s a Plane… It’s –

…R&R’s site traffic! Google Analytics’ site statistics and benchmarking software indicates that our site is outperforming other small business Web sites on a number of dimensions:
Bounce Rate = 42.30% [vs. 56.42% in peer Web sites]Visit Depth (Pages/Visit) = 3.5 [vs. 1.48]Avg. Time on Site = 2:52 [vs. 0:05](Numbers are from Dec 1st.)
This trend has remained remarkably […]

Posted in RR Consulting | Leave a comment

Data integration expert Frank DeRose asks R&R and reader views on MTM suspension…

What do you make of the provisions (draft bailout bill 132, 133) authorizing the SEC to suspend mark-to-market (MTM)?
Do you think they will exercise this authority? What’s the buzz on the Street? Would suspension just create more confusion and uncertainty?
Also, a study of mtm should prove interesting. Even the mere call for the study would seem […]

Also posted in bailout, subprime mortgage crisis | Leave a comment

R&R Structures $150 Mln Film Securitization for Tunisian Co.

Tunisian asset manager Finaud Capital Management is preparing a $150 million film securitization. The Maghreb Media Buyout Bridge Fund aims to give independent filmmakers more access to funding, minimize investor risk and encourage film production in the Maghreb region, which includes Tunisia, Algeria, Morocco, Libya and Mauritania. “This transaction will change how independent films are […]

Also posted in Next Generation, Sylvain Raynes, structured finance | Leave a comment

The Revolution Will Not Be Televised

A trio of economists are talking to packed houses about the grim future of Fannie Mae and Freddie Mac, the causes of the credit crisis, and the failings of ratings agencies.
Sylvain Raynes, Joshua Rosner, and Christopher Whalen are the power trio that has come to personify today’s collapsing capital markets…
“Raynes, a 51-year-old former Moody’s employee, formed R&R […]

Also posted in Ann Rutledge, Rating Agencies, Sylvain Raynes | 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, David Abitbol, Next Generation, PrecisionMetricsTM, Sylvain Raynes | Leave a comment

In the Tranches

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 a large portfolio. Feel the thrills and chills as your […]

Also posted in Max Rumyantsev, Next Generation, risk measurement, structured finance training | Leave a comment
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