Institutional-grade LIBOR analytics, interest rate modeling, and expert quantitative testimony trusted by the world's leading financial institutions.
Jonathan Schachter, PhD brings over two decades of quantitative expertise to the intersection of financial analytics and legal testimony. Specializing in LIBOR-related disputes, his analysis has been instrumental in settlements exceeding $4.2 billion.
With a foundation in stochastic calculus and a career spanning institutional trading desks, regulatory bodies, and expert witness engagements, Dr. Schachter delivers precision where it matters most.
Comprehensive analytics for LIBOR cessation impact assessment, SOFR migration strategies, and fallback provision evaluation across derivative portfolios.
Core SpecialtyValuation modeling for swaps, swaptions, caps/floors, and exotic rate structures. Multi-curve framework implementation and CVA/DVA adjustments.
QuantitativeLitigation support and expert witness services for LIBOR manipulation cases, benchmark rate disputes, and financial product mis-selling claims.
LegalValue-at-Risk modeling, stress testing frameworks, and portfolio risk decomposition for fixed income and derivative books.
RiskGuidance on benchmark reform compliance, Dodd-Frank implications, and regulatory reporting requirements for interest rate products.
Compliance"Jonathan's quantitative analysis was instrumental in our $2.4 billion LIBOR settlement. His ability to distill complex rate mechanics into clear, defensible testimony is unmatched."— Senior Partner, Global Litigation Practice
Analysis of transition completeness across major derivative markets and identification of legacy exposure concentrations.
Methodological framework for assessing damages in benchmark rate manipulation cases involving public entity portfolios.
Technical approach to consistent valuation across collateralized and uncollateralized derivative structures in the new rate environment.
Whether you require expert testimony, quantitative analysis, or strategic advisory on rate-related matters — precision starts with a conversation.