Michael Koegler, Cfa Email & Phone Number

Greater New Orleans Area

Member of a strategic unit, reporting directly to the CEO and/or CFO and Chief Remediation Officer, tasked to analyze and execute a wide range of remediation strategies for a diverse portfolio of insured credits including mortgage backed securities, US municipal bonds, and debt backed by utilities and infrastructure projects. Provided additional ad hoc analysis and support to various departments including, but not limited to, damage calculations and financial analysis of litigation settlements for the General Counsel, fair value analysis for Accounting and long-term cash flow forecasts for Financial Planning.Determined pricing for the acquisition of over $1.5 billion par of insured bonds (RMBS, Muni, and Corporate) at discounted prices resulting in increased surplus and improved short term and/or long term liquidity. Monitored and tracked the performance of these investments over time from both an economic and accounting standpointCreated and maintained cash flow models for a portfolio of five toll roads acquired through a bankruptcy; conducted financial analysis of expansion opportunities and new competitive threats; coordinated a sale of the toll roads by interfacing between third party consultants, the toll road management team, investment banker and outside counsel

Managed the portfolio and operations for an innovative process to synthetically remove insurance policies from distressed bonds through the creation of 100+ new uninsured securities, which ultimately reduced claims paid by nearly $2 billion. Calculated interest rate swap mark-to-market valuations as well as valuations of illiquid or other difficult to value investments held by the Company

Performed credit underwriting and structural analysis on securitizations backed by residential mortgages, student loans and auto loans. Developed a loan-level collateral loss model to estimate losses on a variety of different types of mortgage deals. Conducted base ans stress test cash flow modeling for a portfolio of RMBS bonds and asset-backed CDOs. Collected, maintained and analyzed performance data to track trends within the Company's insured RMBS and subprime auto portfolios as well as the broader market.

Mba, Finance | Quantitative Finance

Bachelor Of Arts, Film & Video