Credit

Credit Sensitive Transactions

• Expert in Collateral Loan Obligations (CLOs), Credit Default Obligations (CDOs), and CDO squareds.

• Provided consulting and expert testimony on structuring, market practices, valuations and tradability of various CDO and CLO tranches.

• Provided consulting and expert testimony on the valuations and trading of Credit Default Swaps (CDS), synthetic CDOs, index transactions and other credit-sensitive products.

• Expert and consultant on Leveraged Loans.

• Expert on and have provided consulting services and expert testimony on Credit Valuation Adjustments (CVA), Funding Value Adjustment (FVA), and all XVA.

• Expert witness in operational “Best Practices” for CDS.

• CMRA serves as both a liability and a damages expert regarding several derivatives transactions.

• Valuation expert on credit derivatives unwinds in bankruptcies and liquidations.

• Provided consulting services on ISDA Auctions and auction squeezes and other strategies.

• Expert on loss on complex, structured derivative in the context on the 17 month standstill in the Canadian ABCP market.

• Consulted re market practice re credit derivative swaps with Korean counterparties.