Structured Finance & Derivatives

Analysis Group has a distinguished track record in assessing economic issues related to valuation, risk analysis, and hedging of structured financial instruments and complex derivatives. We have worked on numerous matters that have involved structured products or contingent claims, including mortgage-backed securities, asset-backed securities, credit default swaps, and collateralized debt obligations. Drawing on our network of academic experts and industry-leading practitioners, we develop solutions for clients that reflect the appropriate institutional framework and analytical approaches that are at the forefront of research.  

Areas of Expert Analysis

  • Valuation
  • Analysis of the economic and business purpose
  • Evaluation of hedging strategy
  • Evaluation of adherence to investment guidelines
  • Analysis of the performance of collateral
  • Assessment of the quality of reporting
  • Audit of portfolio risk and evaluation of risk management

Areas of Expert Analysis