Certainty in an uncertain world

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Case Studies

Sound advice in a changing world

Expert Advice on Exotic Derivatives

Our clients, law firms in the EU and UK representing litigants in high-profile legal cases over the selling of exotic swaps, consol bonds and FX derivatives, came to us to offer expert opinion on the valuation and risk assessment of the instruments in question. These cases, involving industrial and commercial companies, local authorities and high net worth individuals, have created considerable media interest in Germany, Italy and the UK and were featured in articles in The Economist (here and here), on Bloomberg News (here, here and here) and in the New York Times and Washington Post

A paper describing the mispricing of hybrid Tier 1 bank capital consols is available here