Securities, Structured Finance, & Derivatives Litigation
Delivering economic analyses to navigate risk, causation, and loss estimation in securities, structured finance and derivatives matters
Since the 2008 financial crisis, litigation involving structured financial products and derivatives, particularly residential mortgage-backed securities (RMBS), collateralized debt obligations (CDO), and collateralized loan obligations (CLO), has increased dramatically. Bates White has partnered with government agencies, insurers, hedge funds, and trusts to deliver tailored analyses, including risk assessments, evaluation of loss causation, and damages estimation.
Tailored solutions combine extensive expertise and proven methodologies
Our experts bring extensive experience to every engagement, leveraging advanced methodologies to analyze loan samples, assess the underlying risk of pools and securities, examine loss causation, and estimate both current damages and future losses. This breadth of expertise enables us to provide tailored approaches to address complex financial disputes and achieve actionable insights.
