CMRA Institutional Investor clients settled the last leg of their Allianz Structured Alpha litigation

Capital Market Risk Advisors (www.cmra.com) was the expert for several major institutional investors who collectively lost billions of dollars when the Structured Alpha hedge funds managed by Allianz Global Investors U.S. collapsed in March 2020. The cases filed by our clients were settled on confidential terms with the final settlement agreed to. See SEC Cease-and-Desist order.

While the fraud involved is hopefully unique, the lessons to be learned re options trading strategies, volatility term structure, and risk management are extensive.

Please contact us if you would like to discuss. We of course remain subject to confidentiality, but are happy to discuss lessons to be learned based solely on publicly available information.

Best regards,

Leslie Rahl, CEO, Capital Market Risk Advisors (leslie@cmra.com)

Dr. Peter Niculescu, CFA, Partner, Capital Market Risk Advisors (peter@cmra.com)

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(212) 404-6100

Capital Market Risk Advisors, Inc. (CMRA) has been providing Risk Advisory and Litigation Support Services for over 30 years. We are a group of senior professionals, each with decades of direct market experience (that includes trading, managing risk, working with regulators, and serving on boards) as well as testimony in complex financial disputes in courts and arbitration in 4 countries, and serving clients on 6 continents. CMRA's senior practitioners have been at the forefront of derivatives and risk management since the early 80's.

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