Derivatives & Structured Finance

Working across a full range of derivative product types and structured financing vehicles, our economic consultants offer expertise, advice, and testimony on:

• Financial instrument valuation
• Financial product design
• Triggers and transactional default management
• Assessments of strategic uses of derivatives and structured finance
• Common market practices and trading conventions
• Cashflow waterfall modeling for structured products
• Risk management process reviews
• Market, credit, liquidity, and operational risk measurement models
• Derivatives clearing and settlement
• Analysis of the design and economic substance of financial products and structures
• Accounting, tax, and disclosure issues
• Regulatory compliance and investigations

Our knowledge and experience span all major derivatives and structured financing vehicles, including those based on credit and interest-rate markets, foreign exchange, commodities, and equities, as well as insurance-linked derivatives and securities. Our multidisciplinary approach complements that knowledge and experience with advanced economics and accounting capabilities.

Whether the focus is litigation, consulting, or regulatory, Compass Lexecon’s expert economists can shine a light on this challenging and dynamic area, providing clients with the advice or testimony needed to achieve their business objectives.