Igor Salitskiy applies sophisticated financial modeling methodologies and analyses to matters involving anticompetitive conduct, valuation, and securities. Dr. Saliskiy has particular expertise with complex financial claims, enterprise valuation in litigation and regulatory review settings, and loss causation and damages in securities litigation. He works with attorneys on all phases of the litigation process and supports experts through discovery and trial. Dr. Salitskiy’s industry expertise includes financial institutions, telecommunications, and energy.
Dr. Salitskiy has analyzed alleged anticompetitive conduct of large financial institutions in a number of over-the-counter financial markets. He has reviewed alleged manipulation in FX, stock loan, and government-sponsored enterprise (GSE) bonds. He also has led large teams that assisted financial institutions in analyzing and producing trading data in the context of joint defense arrangements.
Enterprise and financial derivative valuation
Dr. Salitskiy has performed a variety of valuation analyses in a range of litigation settings, including breach of contract, M&A (both regulatory review and private litigation), and compensation disputes. His representative experience includes performing valuations for:
- Enterprises, using corporate financial statements and financial projections
- Preferred stock of a venture-backed start-up, using an option pricing model
- Carried interest in a private equity fund, using Monte Carlo simulation
- A large portfolio of credit default swaps, using a quantitative model
- Consent rights held by a large investor, by applying concepts from game theory
Dr. Salitskiy has experience in all stages of securities litigation. He has analyzed market efficiency, materiality, loss causation, and damages in Rule 10b-5, Section 11, and Section 12 lawsuits.
Bankruptcy Valuation of a Start-Up Company