Re-Thinking Valuation: CEO Dan Rosen’s column in Structured Credit Investor

In this series of articles on structured credit valuations, R² CEO Dan Rosen explores the challenges of valuing illiquid structured credit securities and the perils of doing so inadequately. The series further discusses several lessons and best practices the market is re-learning as it emerges from the crisis, and in particular the need for applying model risk and scenario analysis concepts to structured credit portfolios.

Re-Thinking Valuation: Monte Carlo Methods – October 2010

Re-Thinking Valuation: Model Risk – August 2010

Re-Thinking Valuation: Valuations and the Credit Crisis – July 2010

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R² in the media

Structured Credit Investor, June 23, 2010
Capital Retention
Dan Rosen, ceo and co-founder, and Benoit Fleury, head of financial engineering and products at R² Financial Technologies, answer SCI’s questions.
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Risk Magazine, June 7, 2010
When Market and Credit Risk Collide
By Peter Madigan
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The Globe and Mail, May 17, 2010
Learning the Right Lessons from a Crisis
By Dan Richards
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The New York Times, April 23, 2010
Rating Agency Data Aided Wall Street in Deals
By Gretchen Morgenson and Louise Story
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