Category Archives: structured securities

Rutledge on the Paradox of Securitization

R&R Consulting’s Ann Rutledge notes that the financial crisis has demonstrated the need for new fraud risk models to facilitate sound economic decisions within the capitalist framework. Paradoxically, while improper use of securitization  brought on the financial crisis, properly implemented securitization models could help revive the economy by recycling capital more efficiently and transparently. Read “The […]

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NY Times: Rutledge’s Warning on Stale Credit Ratings

R&R Consulting’s Ann Rutledge comments on the importance of updating structured security ratings — a service provided by R&R’s patented ABSTRAK technology — in “When Bond Ratings Get Stale” by Gretchen Morgenson, The New York Times, October 10, 2009.

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Raynes on Morgan Stanley’s AAA CDO

Bloomberg quotes R&R’s Sylvain Raynes on Morgan Stanley’s plans to repackage a downgraded collateralized debt obligation into new securities with AA ratings, the first transaction of its kind: “A lot of banks and insurers ‘cannot buy anything but AAA,’ said Sylvain Raynes, a principal at R&R Consulting in New York and co-author of ‘Elements of Structured […]

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Stop Making Nonsense

If everybody is playing by the same set of rules, whether you are talking about loan origination or securitization, then it becomes very hard to game the system. The lack of definitions is a huge problem… If the Congress, the SEC and the FASB, and the financial regulators only do one thing this year when […]

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Why DIPs Can’t Afford to Take a Bath on Company Risk

An article by Anousha Sakoui and Nicole Bullock in Financial Times entitled “Liquidation risk grows as DIP finance dries up” is one more piece of evidence that hybrid systems don’t work. I’m referring here to the two corporate bankruptcy systems the U.S. has put in place: one designed to help companies get back on their […]

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Dangerous Myths about SROs — Part 1

In her article on the RGE Monitor Web site, R&R’s Ann Rutledge discusses two myths that she sees offered as fact in a recent position paper by the Financial Economists Roundtable, “Reforming the Role of the Statistical Ratings Organizations in the Securitization Process.” Myth 1: The notion that SROs ever evaluated collateral. “Even the SROs […]

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Rethinking Our Inheritance

Recently the Financial Economists Roundtable (FER) posted a summary of their thinking in July 2008 on Reforming the Role of Statistical Rating Organizations [SROs] in the Securitization Process. The FER is a group of senior financial economists who advance the study of finance and frame current policy debates. I read their statement in the Dec. […]

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"You won’t know who to trust." (from Sneakers)

In early 2004, we were asked to join a professional support team to help a new equipment lessor get financing through the structured market. The premise of the deal, the team, and our role in it, were not new. The endgame, to get a monoline insurance company to wrap the senior tranches so as to […]

Also posted in Ann Rutledge, Curmudgeon, credit scores, equipment lease securitization, monoline, risk measurement, science, statistics | Leave a comment
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