What We Do

Legal Advisory

Expert witness work: We deliver expert evidence with respect to common market practice, reasonable conduct of market participants, and technical details of financial instruments such as derivatives and structured finance securities, for example, CDOs.

Litigation advice: We provide our clients with unbiased and objective advice on disputes surrounding complex financial products and derivatives. We advise on an appropriate strategy long before a case enters the court room or an out of court settlement is discussed.

Risk Analytics and Valuation

Risk analytics: We offer advice on the set-up and implementation of risk management control functions including the adequacy of risk systems. In particular, counterparty credit risk/credit valuation adjustments and inflation derivatives have been our focus areas.

Valuation services: We provide fair market and real economic valuations for accounting, regulatory and risk management purposes. Given our highly technical background we have extensive experience in assessing complex derivatives and securities.

Portfolio Management Advisory

We provide risk stratification analysis across fixed income portfolios including asset level loss forecasting, parameter calibration and stress testing. Given our trading experience we are in a prime position to support key decision making throughout the asset life cycle with respect to restructuring, exit strategies, and acquisitions.

Advice is offered with respect to the development and assessment of action strategies for fixed income portfolios, typically distressed, based on risk, - and valuation analysis and the market environment.

Structured Debt Finance Advisory

Valere Capital has across its personnel a very broad understanding of the concerns surrounding the analytics and modelling of structured debt from its simplest to its most complex form. We provide advice in all aspects of funding issues such as capital structure optimisation, asset financing, or cash flow waterfall modelling.

Our comprehensive understanding of structured finance enables us to accompany the debt raising process starting with engineering the deal structure over negotiating the underwriting to the point of deal execution.