Dr. Ignacio Franceschelli

Associate Director


New York City
Tel: +1 212 345 2842
Fax: +1 212 345 4650

Email: ignacio.franceschelli@nera.com
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PhD and MA in economics, Northwestern University
BA in economics, summa cum laude, Universidad de San Andres


Dr. Franceschelli is an Associate Director 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.

Dr. Franceschelli received his PhD and MA in economics from Northwestern University, where he specialized in applied economics with a focus on industrial organization. He holds a BA in economics, summa cum laude, from the Universidad de San Andres.



Title Type Author
Cryptos Are Not All the Same, and the Market Knows It Published Article Faten Sabry and Ignacio Franceschelli
How Will the LIBOR Transition Affect Mortgage Consumers? White Paper Dr. Faten Sabry, Dr. Ignacio Franceschelli, and Ramisa Roya
The Role of Punitive Damages in Asbestos Litigation Published Article Ignacio Franceschelli, Faten Sabry, and Sungi Lee
Manufactured Defaults and the Use of Credit Default Swaps Report Dr. Faten Sabry, Dr. Ignacio Franceschelli, David Cen
What Does the CFPB Complaint Database Tell Us About the Quality of Servicing of Stude... White Paper By Dr. Faten Sabry, Dr. Ignacio Franceschelli, and David Cen