I advise financial institutions on issues involving risk management, regulation, valuations of derivative instruments, and Dodd-Frank compliance. Recent engagements include: Advising a large international bank on development of formal transfer pricing and valuation guidelines for ...more

I advise financial institutions on issues involving risk management, regulation, valuations of derivative instruments, and Dodd-Frank compliance. Recent engagements include: Advising a large international bank on development of formal transfer pricing and valuation guidelines for inter-affiliate derivatives trades to satisfy US bank regulatory requirements. Assisting a major US life insurance company to prepare for implementation of pending Dodd-Frank requirements for derivatives trading. I prepared a report outlining new regulatory requirements, developed an implementation plan, and estimated margin requirements and collateral needs under the new regulations. Specialties: Background in risk management, quantitative model development, valuation, regulation and Basel capital requirements. Broad product knowledge of OTC derivatives.less