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

Testimonials

As an intern (2012) I was constantly immersed in the language and logic of structured finance. Whenever a project reached a milestone or hit a snag, we all got together to consider it and share our ideas. Josh Morris-Levenson, BA candidate, University of Chicago

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

Credit Snapshot

as of 2016-01-20

Issuer: AmeriCredit Automobile Receivables Trust

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abs8-logo

ABS8 is a context-rich set of performance metrics and predictive metrics derived from the rating.

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Access our publications for all available ABS 8

Extra Credit Podcast

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:

美国专家:看好中国债券市场证券化的前景http://v.ifeng.com/news/finance/201510/01facbfc-a841-4187-bfd0-054f9e73b779.shtml

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