Here's just a small sampling of the ways we've helped support clients and partners over the years.
Our core capability is the valuation of derivatives & complex illiquid securities.
Independent Pricing Services
Intraday & Daily Valuation
GFA provides expert testimony and consulting support for litigation. Over the last decade, GFA has been involved in a number of high profile cases that have involved a wide range of fixed income and derivative products, with issues regarding their strategy, valuation and risk characteristics.
Some Recent Cases Include:
Municipal Bankruptcy: GFA was the valuation expert for a large investment bank in litigation involving the $1.7 billion bankruptcy of a municipality.
Mutual Fund Litigation: GFA was the valuation and strategy analysis expert for several plaintiffs in litigation cases involving different major mutual funds.
Investment Company Bankruptcy: Provided expert services in the bankruptcy involving a major investment company with major investments in CMO's and other highly interest-rate sensitive fixed income products.
Fortune 500 Tax Matter: Provided strategy analysis and expert testimony for a major Fortune 500 firm versus the Internal Revenue Service.
Securities Litigation: GFA was the valuation expert for an investment bank in two cases that involved CMO/MBS/ABS securities disputes with the bank's clients.
Investment Advisor Litigation: Provided strategy analysis and expert testimony for government regulators in litigation cases involving investment advisors or brokers.
GFA offers a variety of equity and fixed income investment strategies for institutional investors and provides solutions for investors to optimally construct and rebalance portfolios. Investment strategies can be specifically tailored to preferences and constraints of the investors.
GFA follows a disciplined quantitative investment philosophy and utilizes an advanced optimization model for examining the risk exposures and characteristics of managed portfolios.
Historical performance can be provided upon request.