Expertise DescriptionAs a hedge funds expert witness in New York with more than 45 years of experience in the field of Capital Markets and Risk, my focus has been on derivatives and capital markets, credit derivatives, structured finance, credit and market risk management and hedge funds. I have additional knowledge in credit analysis and structuring, fixed income sales and trading, foreign exchange, commodities, and risk reporting. My 5 years as an expert witness includes offering consultations and deposition for attorney clients.
Areas of Expertise
My expert witness experience includes working with structured finance in New York Stock Exchange arbitration pertaining to structure and price volatility of various mortgage backed securities with embedded derivatives.
My consulting experience includes having developed credit risk management consulting services with global client base, including credit process re- engineering, strategy and organizational structure assessment, quantitative credit risk measurement, system selection, integration and implementation, credit scoring, transaction structuring and credit derivatives.
I have experience in the following areas.
1. Direct credit analysis, cash flow evaluation, risk ratings determination and approval processes for bank loans, all of which would be pertinent to the valuation and understanding of risk drivers for DPPs
2. Pricing and volatility in commodity markets including oil which would again be pertinent to valuation of DPPs
3. Valuation of Private placements and OTC derivatives in both illiquid and liquid markets
4. Structured notes and structured products in various asset classes
5.Creation and comparison of both sales literature and policies and procedures for banks and investment banks.
6. Writing of real estate appraisal policies and procedures for a bank.
7. Creation and arrangement of $12 billion in credit derivatives
8. Detailed valuation of fixed income instruments and derivatives across asset classes e.g. interest rates, foreign exchange, commodity, equity and credit.
9. Credit and capital markets training and expert witness experience. I have not been directly involved with DPP’s or REITS per se.
|M.B.A.||Finance||Columbia Business School|