Ozgur Kan

Dr. Kan works with clients on credit analysis and assessments, credit ratings, credit modeling and validation, bond ratings advisory, underwriting due diligence, loan and lease underwriting, credit scoring, deal review, credit model governance, regulatory preparedness, risk compliance, and economic and regulatory capital.

As part of his investment management–related matters, Dr. Kan performs review, analysis, audits, and validation of asset allocation models and algorithmic investment approaches for investment funds and alternative investment vehicles with emphasis on asset allocation, portfolio construction and rebalancing, algorithmic investing, portfolio risk management, and risk and return attribution. His work includes advanced modeling of interest rates and FX/currencies for asset allocation, portfolio construction, risk management, and hedging purposes. He also focuses on the valuation of mostly credit instruments, structured deals, workout assessments, and hard-to-value esoteric and illiquid transactions and securities for reporting and transactional purposes, as well as for disputes and litigation matters.

Dr. Kan’s advisory work in the credit area also includes credit rating improvement and assignment of credit assessments to commercial and industrial companies, sovereign and public finance–municipal entities, financial institutions, banks, broker dealers, and asset-backed and structured securitizations. He also performs credit rating analysis and bond rating advice and provides structuring and restructuring around leveraged buyouts, distressed exchanges, turnarounds and bankruptcies. His expertise also lies in sovereign and country credit risk, and he has built sovereign frameworks for Ex-Im banks and export credit agencies.

He has been retained in and provided written and oral testimony or expert advice in several domestic and international arbitration cases before the FINRA, ICSID, ICC, and PCA. Prior to joining CRA, Ozgur Kan was a Managing Director in the Financial Services and Securities Practices of the Berkeley Research Group. He also led the Credit Analytics Practice. Before that, Dr. Kan ran the Credit Methodology function in GE-Capital; was a Director in Moody’s Corporation and taught as an academic in two universities.