Kyara Mathias

Kyara Mathias

Counsel, New York

Overview

Kyara has extensive experience advising on structured capital markets securities and derivatives transactions (both in securitized and OTC format), with a focus on repackaged notes, credit-linked notes, structured finance platforms, and custody and security structures (including Credit Support Annexes and other highly bespoke credit support arrangements). She has significant expertise advising on derivatives transactions across a broad range of assets classes, including credit, equity, foreign exchange and interest rate transactions. Her substantive experience includes providing regulatory advice on OTC derivatives transactions.

Work highlights
  • The European Stability Mechanism: advising on the European debt crisis resolution organization regarding certain complex structured finance platforms to provide financing to European Union countries in financial distress
  • AstraZeneca: advising on its purchase of GBP2.5bn of longevity risk protection from Deutsche Bank (including advising on the intricate security and custody structures)
  • Deutsche Bank: advising on its entry into of certain managed synthetic CDOs
  • Deutsche Bank: advising on its entry into of regulatory capital credit derivatives
  • CME Clearing Europe Limited (CMECE): advising on the enforceability of their OTC derivatives clearing arrangements. She also represented a consortium of investment banks on the establishment of CMECE’s OTC derivatives clearing rules
  • PricewaterhouseCoopers (PWC): advising as the administrators of Lehman Brothers International (Europe) (LBIE) on valuation and settlement issues relating to unwinding derivatives positions in the administration of LBIE