Expertise

Specializations

Financial Products:

  • Derivatives (e.g., futures, forwards, options, swaps)
  • Structured and shadow banking products, including:
  • Asset-backed commercial paper
  • Asset-backed securities
  • Collateralized loan obligations
  • Catastrophe insurance-linked securities
  • Securities loans and debt repurchase agreements
  • Broadly syndicated leveraged loans
  • Sovereign and corporate bonds

Asset Classes/Industries:

  • Interest rates and credit
  • Foreign exchange
  • Commodities (including energy, softs, and metals)
  • Property and casualty insurance/reinsurance
  • Trade execution platforms and central counterparties
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Typical Services Provided

Valuation and Risk Modeling Reviews:

  • Financial instrument valuation models for futures, forwards, options, over-the-counter derivatives, structured products, trust-preferred securities, and other financial products
  • Market, credit, liquidity, and operational risk measurement models
  • Central counterparty margin models
  • Central counterparty default fund adequacy and stress testing models

Insurance, Reinsurance, and Structured Products Analyses:

  • Economic substance of transactions
  • Covenants, facility documents, and embedded optionality
  • Cash flow waterfalls
  • Triggers and transactional default management

Risk Management Reviews:

  • Risk management policies, procedures, compliance, and reporting
  • Hedging effectiveness (specific portfolios or exposures and enterprise-wide)
  • Risk-adjusted capital allocation models
  • Property and casualty insurance/reinsurance
  • Risk management by risk-takers (e.g., insurance companies, hedge funds, and other asset managers)

Dispute Resolution:

  • Internal investigations (e.g., rogue trading)
  • Liaison with regulators on contemplated actions
  • Consulting in support of litigation and testimonial expertise

Previous Clients

  • Commercial and investment banks
  • Insurance and reinsurance companies and brokers
  • Hedge funds
  • Pension plans
  • Government-sponsored enterprises
  • Non-financial corporations
  • Financial exchanges and central counterparties
  • Industry trade associations
  • Accounting firms
  • Law firms
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