Research, Articles and Interviews

Research conducted by Risk Economics® and its principals, as well as as articles and interviews featuring Risk Economics.

Insurance Thought Leadership Featured David K.A. Mordecai and Samantha Kappagoda in Article Entitled How to Create Risk Transparency

Insurance Thought Leadership Featured David K.A. Mordecai and Samantha Kappagoda in Article Entitled How to Create Risk Transparency

Dr. David K.A. Mordecai, President of Risk Economics and Samantha Kappagoda, Chief Economist of Risk Economics were featured by Insurance Thought Leadership in an article entitled How to Create Risk Transparency.

David Mordecai is President and Co-Founder of Risk Economics and Visiting Scholar at Courant Institute of Mathematical Sciences NYU, advising research activities at RiskEcon® Lab for Decision Metrics @ Courant InstituteSamantha Kappagoda is Chief Economist and Co-Founder of Risk Economics and Visiting Scholar at Courant Institute, co-advising research activities at RiskEcon® Lab.

Insurance Thought Leadership Featured David K.A. Mordecai and Samantha Kappagoda in Article Entitled How to Create Risk Transparency

About Risk Economics
Risk Economics provides advisory services at the intersection of commercial business-process engineering and risk engineering with a particular focus on coupling commercial reinsurance and financial technology, through the rigorous application of agent-based, demographic, and statistical methodologies to microeconomic and macroeconomic analytics.

GARP Risk Intelligence Interviewed David K.A. Mordecai for an Article on Peer-to-Peer Lending

GARP Risk Intelligence Interviewed David K.A. Mordecai for an Article on Peer-to-Peer Lending

David K.A. Mordecai, President of Risk Economics and Scientist-in-Residence at FinTech Innovation Lab, was interviewed by the Global Association of Risk Professionals (GARP) Risk Intelligence for an article on peer-to-peer lending, The P2P Explosion: Business Models May Change, but Risks Still Need to Be Managed, written by Katherine Heires.

Also interviewed was Linda Kreitzman, Executive Director of the master’s program in financial engineering at the UC Berkley Haas School of Business, in addition to various industry participants, and new entrants into the peer-to-peer lending business.

Risk Intelligence

Risk Economics is a New York City based advisory firm, specializing in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management. The scope of activities includes applying the expertise of Risk Economics in product development, as well as FinTech strategy and process engineering, to the commercialization of R&D for risk and liability management analytics.

David Mordecai advises research activities at RiskEcon® Lab for Decision Metrics @ Courant Institute of Mathematical Sciences NYU established in 2011, and is also Visiting Scholar at the Courant Institute of Mathematical Sciences NYU. As of 2012, he holds a joint appointment as Senior Research Scholar for Computational Economics of Commerce, Law and Geo-Politics at NYU Stern Graduate School of Business.

Global Association of Risk Professionals (GARP)  has a mission to advance the risk profession through education, training, and the promotion of best practices globally, as the leading professional association for risk managers. GARP enables the risk community to make better informed risk decisions through “creating a culture of risk awareness®”,  by educating and informing at all levels, from those beginning their careers in risk, to those leading risk programs at the largest financial institutions across the globe, as well as, the regulators that govern them.

Samantha Kappagoda was Interviewed for an Article Voice of Experience in The Glass Hammer

Samantha Kappagoda was Interviewed for an Article “Voice of Experience” in The Glass Hammer

Samantha Kappagoda, Chief Economist at Risk Economics, was interviewed for an article entitled “Voice of Experience” in The Glass Hammer, an online community designed for women executives in financial services, law and business. The profile highlights Samantha Kappagoda’s career path and her activities in the areas of Science, Technology, Engineering and Mathematics (STEM).

Samantha Kappagoda was Interviewed for an Article Voice of Experience in The Glass Hammer

Samantha Kappagoda is Chief Economist and Co-founder of Risk Economics, a New York City based advisory firm that provides consulting services and research and development of rigorous analytics applied to large-scale, real-world modeling and surveillance for geopolitics and socioeconomics involving population, demographics and macroeconomics. Her areas of expertise include econometric time-series and longitudinal analyses of consumer behavior, labor supply, wealth and income distribution, housing, population and immigration, political risk and international trade, resource allocation, environment, health, aging and retirement, as well as currency, commodity and capital markets activity.

Samantha Kappagoda also co-advises research activities at RiskEcon® Lab for Decision Metrics @ Courant Institute of Mathematical Sciences NYU, and is Visiting Scholar at Courant Institute.

Samantha Kappagoda received an M.B.A. in Analytic Finance and Statistics from the University of Chicago Booth School of Business. She also holds an M.A. in Economics from the University of Toronto, and graduated with a B.Sc. (Honors) in Mathematics from Imperial College, London. Her biography has been published in the Marquis publications Who’s Who in AmericaWho’s Who in Finance and Business (formerly Finance and Industry), Who’s Who of Emerging Leaders, Who’s Who of American Women, and Canadian Who’s Who (University of Toronto Press). She was recently honored by the Girl Scouts of Greater New York as a Women of Distinction for her work in STEM.

David K.A. Mordecai was Interviewed as an Industry Expert by Derivatives Intelligence

David K.A. Mordecai was Interviewed as an Industry Expert by Derivatives Intelligence

David K.A. Mordecai, President of Risk Economics was interviewed as an industry expert for the June 24, 2010 issue of Derivatives Intelligence, regarding longevity hedges, for an article entitled EU Insurers Likely to Rachet up Longevity Hedges.

David K.A. Mordecai was Interviewed as an Industry Expert by Derivatives Intelligence

Risk Economics provides advisory services at the intersection of commercial business-process engineering and risk engineering with a particular focus on coupling commercial reinsurance and financial technology, through the rigorous application of agent-based, demographic, and statistical methodologies to microeconomic and macroeconomic analytics.

David K.A. Mordecai was Interviewed as an Industry Expert by Derivatives Week

David K.A. Mordecai was Interviewed as an Industry Expert by Derivatives Week

David K.A. Mordecai, President of Risk Economics® was interviewed as an industry expert for the March 8, 2010 issue of Institutional Investor publication Derivatives Week, regarding the issuance of a longevity-linked structured notes for an article entitled Longevity Structured Note Floated.

Derivatives

David K.A. Mordecai is President and Co-Founder of Risk Economics, a New York City based advisory firm. Risk Economics specializes in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management.

As Lead for the Risk Economics litigation and arbitration advisory practice, David serves as an expert on loss causation and economic damages related to market structure, financial institutions governance, and complex issues related to finance, economics and market standards and practices within securities, derivatives, reinsurance, and commodities markets, as well as market structure within a broad range of non-financial industry sectors. His expertise includes financial engineering, the valuation of fixed income securities and structured products, including over-the-counter derivatives (in particular fixed income and credit derivatives), complex insurance and reinsurance liabilities, as well as asset liability and risk management models and practices. Having testified extensively at deposition, trial, arbitration and international arbitration, David Mordecai has been admitted as an expert in federal, state and county courts, and cited favorably in court decisions.

David K.A. Mordecai was Interviewed as an Industry Expert on Longevity and Mortality by Derivatives Week

David K.A. Mordecai was Interviewed as an Industry Expert on Longevity and Mortality by Derivatives Week

David K.A. Mordecai, President of Risk Economics, was interviewed as an industry expert for the April 21, 2008 issue of Institutional Investor publication Derivatives Week, regarding the calculation of life expectancy and its relationship to longevity derivatives, for an article entitled Mortality Assumptions Key to Longevity Structures.

David K.A. Mordecai was Interviewed as an Industry Expert on Longevity and Mortality by Derivatives Week

David K.A. Mordecai is President and Co-Founder of Risk Economics, a New York City based advisory firm. Risk Economics® specializes in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management.

During his 30 year tenure in the financial services industry, David K.A. Mordecai has served as a Managing Director at Swiss Re, where he led Relative-Value Market Strategies, a quantitative economics and financial engineering function with the global mandate to develop firm-wide and industry standards, benchmarks and frameworks for the valuation and trading of exposures underlying long-dated life, health, medical and pension liabilities as well as geopolitical risk. Prior to this, he served as Senior Advisor to the Head of Swiss Re Financial Services. Previously, at a multi-strategy hedge fund with $10 Billion of assets under management, he was Managing Director of Structured Products, responsible for $5 billion of CDO assets. Prior to his role as a hedge fund manager, David K.A. Mordecai was Vice President of Financial Engineering/Principal Finance at AIG, and a Director at the rating agency Fitch. During the first decade of his career, David Mordecai specialized in credit analysis and the origination, structuring, and trading of leveraged loans for non-recourse project finance and highly leveraged transactions involving corporations and financial institutions.