Franken’s Ratings Clearinghouse

R&R Consulting principal Sylvain Raynes expresses skepticism over the effectiveness of a Senate proposal to establish a clearinghouse for rating complex securities.

Read the full article by Karen Brettell, “Franken bill unlikely to make ratings more reliable,” Reuters, May 14, 2010.

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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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