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Dr. Faten Sabry

Managing Director

Bankruptcy Practice Chair

Contact

New York City
Tel: +1 212 345 3285
Fax: +1 212 345 4650

London
Tel: +44 20 7659 8618
Fax: +44 20 7659 8501

Email: faten.sabry@nera.com
vCard: Download

Education

Post-Doctoral Fellow, International Food Policy Research Institute, Washington, DC
PhD, Stanford Business School
MA in economics, American University, Cairo
BA in economics, magna cum laude, American University, Cairo
Accredited Professional Statistician, American Statistical Association

Experience

Dr. Sabry received her PhD in Business from Stanford Business School and was awarded the J.M. Olin Graduate Fellowship, the Graduate School of Business Fellowship, and a Ford Foundation Fellowship. She received her BA, magna cum laude, and her MA in economics from the American University in Cairo. In addition, she has been designated by the American Statistical Association as an Accredited Professional Statistician. Prior to joining NERA, Dr. Sabry was a Post-Doctoral Fellow at the International Food Policy Research Institute and an assistant professor of economics at the American University, where she taught graduate and undergraduate economic courses.

She is the author of various articles on the economics of subprime lending, the credit crisis, the impact of securitization on the cost of credit and liquidity, econometric analysis of mutual funds' advisory fees, claiming behavior, and determinants of anti-dumping protection. Her research has been published in the Journal of Structured Finance, Journal of Investment Compliance, Journal of Alternative Investments, Business Economics, International Trade Journal, and others. Dr. Sabry is the lead author of “Residential Mortgage Defaults, Foreclosures, and Modifications” in The Handbook of Mortgage-Backed Securities (Frank J. Fabozzi, ed., 2016), as well as an econometric study on the impact of securitization before and after the credit crisis for the American Securitization Forum. She is a member of the American Finance Association and the American Bankruptcy Institute.

She is a Managing Director in the Securities and Finance Practice at NERA. She provides economic consulting and expert testimony in securities, bankruptcy, and complex damages. She is the Chair of NERA's Bankruptcy Litigation Practice and also leads the Securities and Finance Practice's subprime taskforce. She has performed analyses involving issues of class certification, econometric modeling, liability, fraudulent conveyance, and damages in cases ranging from contract disputes to valuing a portfolio of mortgages. She has assessed risk management models and examined the prudence of investments including hedging strategies.

Dr. Sabry has consulted on the valuation of fixed income securities, derivatives, businesses, and litigation settlements. In particular, Dr. Sabry has consulted on complex securities including cash and synthetic CDOs as well as asset- and mortgage-backed securities. She has also evaluated rating agencies' models, loan loss prediction models, and cash flow models. Dr. Sabry has testified as an expert at trial in State and Federal Courts as well as at a FINRA proceeding.

Title Type Author
The Handbook of Mortgage-Backed Securities, 7th Edition Book Edited by Dr. Frank J. Fabozzi
Home Equity, Home Value and Determinants of Mortgage Defaults during the Credit Crisi... Published Article Dr. Faten Sabry, Dr. Ignacio Franceschelli and Drew Claxton
Credit Crisis Litigation Update: Significant Settlement Activity in 2014 and New Case... Working Paper By Dr. Faten Sabry, Sungi Lee, Joseph Mani, and Linh Nguyen
An Economist's View of Market Evidence in Valuation and Bankruptcy Litigation Working Paper By Dr. Faten Sabry and William Hrycay
The Use of ABX Derivatives in Credit Crisis Litigation Published Article By Dr. Faten Sabry with Dr. Ethan Cohen-Cole
Credit Crisis Litigation Update: It is Settlement Time Working Paper By Dr. Faten Sabry, Eric Wang, and Joseph Mani
Comcast and Economic Analysis of Class Certification Issues Working Paper By Drew Claxton and Dr. Faten Sabry
The Use of ABX Derivatives in Credit Crisis Litigation Working Paper By Dr. Faten Sabry with Dr. Ethan Cohen-Cole
What Do the New Risk Retention Requirements of the Dodd-Frank Act Mean for Securitiza... Working Paper By Dr. Faten Sabry
Credit Crisis Litigation Revisited: Litigating the Alphabet of Structured Products Working Paper By Dr. Faten Sabry, et al.