Welcome to R&R Consulting, a true credit rating agency

Testimonials

[Forensic Finance: Cases and Workouts, Hong Kong UST] is an inspiring course that trains our critical thinking. I treasured the debating experience and learned so much from our fellows with different backgrounds. Metroradio HK Financial Journalist, Patty Yeung Wai YeeMetroradio HK

Welcome to R&R Consulting

R&R Consulting is a true financial engineering firm. Our flagship product is dynamic credit ratings.

SEC-designated (NRSRO) credit ratings are naturally “stale.” Credit-sensitive data are haphazardly reflected in the rating, which can lead to both underestimation and overstatement of payment risk. The stale rating problem is at the heart of the Credit Crisis of 2007 and the Asian Crisis. R&R Consulting was founded in 2000 to offer the market a transparent, unbiased, user-friendly alternative to stale ratings.

Our Clients Buy

  • Credit Ratings / Valuations
  • Software as a Service
  • Credit Research / Publications
  • Economic Capital / Basel Modeling
  • Skill Building
abs8-logo

ABS8 is a context-rich set of performance metrics based on our dynamic ratings. In addition to CSC ratings, Fair Value Measures (FMV) are a pricing benchmark based on current interest levels and projected future risk trends. Duration/convexity measure the periodic direction and speed of change in payment risk as a function of time.

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Access our publications for all available ABS 8

theSpectrum

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Latest Post:

Automatic Synthesis of Tri-Diagonal Markov Transition Matrices: A Failure of the Inverse Ferron-Frobenius AlgorithmABSTRACT: Sylvain Raynes experimented with a method developed by Goya and Boyarski (1993) to standardize the synthesis of conditional Markov transition matrices for deal entry in our automated re-rating system, ABSTRAK®. In the analytical literature, the reverse-engineering of a Markov matrix from its spectral-radius eigenvector is referred to as the Inverse Perron-Frobenius Problem. Our analysts do this synthesis manually, so a successful outcome […]

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Film Fund-amentals

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Latest Post:

The Relativity ImplosionRelativity Media’s descent into bankruptcy has been spiraling for many years, almost since its beginning according to some analysts. When the company first emerged back in 2004, it was greeted with a mixture of high hope and deep doubt. Relativity promised new approaches and a vague claim to modern scientific methodology but was thin on the details. The early years […]

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R&R on China

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Latest Post:

When the Chinese Bubble BurstAs the summer begins to play like an impending sequel to 2008, the Chinese stock market has taken a bearish turn. Last Spring, the CNN Money report was so bullish, all eyes were focused on the Beijing miracle. Now, the Asian and Chinese markets have taken a fast fall and the ripple effects are billowing. This […]

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