Andrew Auslander, CFA, FRM, an authority on risk management and bond valuation

Andrew Auslander is an expert witness and legal consultant, a Chief Risk Officer, and an authority in Risk identification, assessment, advisory, reporting.

Mr. Auslander is a financial expert with decades of experience in Finance and Risk Management with global financial institutions. He was a fixed income trader for twelve years and traded repo, securities lending, and options. For 12 years he was responsible for managing customer credit risk, interest rate risk, and funding risk. He has negotiated and reviewed hundreds of Global Master Repurchase Agreements, Global Master Securities Lending Agreements, ISDA Master Agreements, and Credit Support Annexes. He has held senior risk management positions for fifteen years including Chief Risk Officer. At Itau Private Bank, Andrew co-chaired the Credit Risk Committee at an $11 billion private bank where he approved $1 billion of credit lines. He also led a project to update the entire suitability process. He is also an expert in the valuation of corporate bonds and loans with extensive experience in Latin American and Eastern European bonds.

Mr. Auslander has extensive policy and procedure experience. He has written or revised over one-hundred risk management policies and procedures. He has experience responding to the SEC as he was Chief Risk Officer at Itau (USA) Asset Management when we went through a 6-month SEC examination. He has also been the main risk management contact during three US Federal Reserve and two FINRA examinations.

Andrew has experience implementing risk identification, assessment, advisory, and reporting to business management at global financial institutions. He has deep experience in setting up global enterprise risk management frameworks, implementing policy governance and building out AML/BSA risk assessments. He wrote the business requirement documents and managed the creation of new suitability and performance reporting systems. Andrew has implemented market, credit, operational, and liquidity risk management frameworks. He is an expert in liquidity risk management demonstrated when implementing Basel framework (Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) and U.S. liquidity stress test (SR 10-6). He reviewed and approved billions of dollars of structured bonds as head of Asset Liability Committee.

Areas of expertise

Risk identification, assessment, advisory, reporting:

  • Policies, procedures, governance, AML/BSA
  • Basel – Liquidity Coverage Ratio, Net Stable Funding Ratio
  • US Liquidity stress tests (SR 10-6)
  • SEC, US Federal Reserve & FINRA correspondences & examinations
  • Market, credit, operational, liquidity, interest rate, liquidity risks
  • Asset & liability management (ALM)
  • Corporate bonds & loans, structured bonds
  • Latin American and Eastern European bonds
  • Repo, securities lending, margins calls

Supported practice areas:

  • Risks & procedure assessments
  • Loss post-mortems, investigations,
  • Enforcement, investigations, regulations,
  • Alternative dispute resolution, FINRA.

Registrations / memberships

Education

Litigation support

Mr. Auslander’s services are available to attorneys representing plaintiff and defendant and include consulting, written reports, deposition, arbitration, and trial testimony as needed.

Andrew Auslander, CFA, FRM

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