Dr. Ignacio Franceschelli
Senior Consultant
Economics and Accounting
NERA
France
Biography
Dr. Franceschelli is a Senior Consultant in NERA's Securities and Finance Practice. He specializes in the analysis of complex securities including mortgage-backed securities and collateralized debt obligations. Dr. Franceschelli has provided support to expert testimony related to the credit crisis litigation, and has managed projects involving RMBS litigation, the design of mortgage default, and loss severity econometric models to estimate future losses to be borne by investors. He has also analyzed the factors that influence loan pricing in projects concerning mortgage discrimination claims. Dr. Franceschelli has published widely in leading academic journals including the American Economic Journal: Applied Economics,Labour Economics and Economics Letters. He has also contributed chapters to various books including “Residential Mortgage Defaults, Foreclosures, and Modifications” in The Handbook of Mortgage-Backed Securities (Frank J. Fabozzi, ed., 2016). He presents his research regularly at industry and academic conferences, and has participated in a webcast hosted by Thomson Reuters on the Argentina debt litigation.
Research Interest
Analysis of complex securities including mortgage-backed securities and collateralized debt obligations.
