Seasoned capital markets and finance professionals.

BRG’s Derivatives and Structured Finance experts offer sound strategic and economic advice in increasingly complex global capital markets. Their expertise in consulting and litigation support covers engagements in which they have been qualified in most major U.S. and international jurisdictions, including the U.S. Court of Federal Claims, U.S. District Court (including SDNY), and the London Court of International Arbitration.

BRG’s multidisciplinary team has significant experience in trading, institutional sales, valuation, hedging, and risk management of complex multisector portfolios. Our experts specialize in these activities on behalf of hedge funds, alternative investment funds, broker-dealers, and many total-return accounts, including high-profile banks and insurance companies.

BRG professionals also have extensive experience dealing with the rating agencies and regulatory entities (SEC, CFTC, FINRA, etc.) responsible for many of today’s legal actions and regulatory initiatives.

Types of Engagements

The BRG Derivatives and Structured Finance practice consults on many highly complex matters. As such, we often reach across practice groups within the firm to bring together complementary skill sets of accounting and finance professionals. This client-centric and customized approach distinguishes our specialists, who are part of a broad and deep litigation-support footprint. Further, deep and talented staff are regularly called upon to work across all sectors of the firm.

Our Services

  • Asset-backed securities (ABS)
  • Collateralized debt obligations (CDO, CLO, etc.)
  • Econometric analysis
  • Fixed-income risk analysis and due diligence
  • Futures, forwards, options, swaps, and swaptions
  • High-frequency trading
  • Hedge design and performance analysis
  • ISDA agreements (economics and industry practices)
  • Market manipulation and predatory pricing
  • Mortgage-backed securities (MBS)
  • Portfolio risk and performance measures
  • Risk management
  • Structured transactions engineering and valuation
  • Synthetic assets and structured notes

Professionals

Related Contacts

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Sanjay Unni

Managing Director

San Francisco Bay Area

Elizabeth Kroger Davis

Managing Director

Chicago

Our industry knowledge is broad and deep.

BRG combines intellectual rigor with practical, real-world experience. We have an in-depth understanding of industries and markets, with expertise spanning the major sectors of the global economy. Following are some of the many sectors that we know inside and out.