Nassim Taleb, Distinguished Professor of Risk Engineering, Polytechnic Faculty, NYU is best known as the author of the famous black swan theory, a metaphor that describes rare and unlikely events that have significant consequences. By the...

According to ACRA, the final validation sample provides a statistical basis for GRASP modelling platform validation, continuous research and confirmation of ACRA’s key modelling assumptions including the SME loan probability of default (PD).

Roscongress Foundation CEO Alexander Stuglev spoke about the timeliness of the Russia—Africa Economic Forum and its impact on the development of trade and economic and social relations between the countries.

In this publication, the Analytical Credit Rating Agency (ACRA) offers a comprehensive solution for the development of the Russian mortgage-backed securities (MBS) market which involves issuing transparent multi-tranche MBS.