Financial Instrument Valuation

Analysis Group has participated in some of the most significant litigations involving complex financial instruments. We have worked on more than 100 cases involving residential mortgage-backed securities, and we have extensive experience analyzing corporate bonds, structured finance instruments, and credit derivatives. Our work has included supporting or serving as experts on many cases involving the valuation of derivatives, both ex ante and ex post.

Our work in valuing complex derivative securities includes:

  • Common stock
  • Preferred stock with complex call provisions
  • Swaps, including credit default swaps
  • Mortgage-backed securities
  • Debt instruments with various conversion and call provisions, including collateralized debt obligations
  • Warrants
  • Currency options

The principles of evaluating financial instruments are frequently involved in assessing securities fraud matters. We possess the economic expertise needed to develop portfolio, risk, and loss causation analyses in 10b-5 cases, and to analyze documentation involving financial reporting, disclosure, shareholder communications, and investment suitability.

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