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Profile

Brian Phelan

Director

I focus on structuring and pricing derivatives across the Infrastructure, Private Equity and Real Estate sectors. I advise clients during trade execution on both auction and negotiated trades, negotiate credit spreads and assist with onboarding requirements pre-trade and provide valuations, hedge accounting and journal entries post-trade.

T: +1 646 640 3618

Email Brian

Expertise

  • Project Finance & Infrastructure
  • Commodity Hedging
  • Corporates
  • Deal Contingent Hedging
  • FX Hedging
  • Hedge Accounting
  • Inflation Hedging
  • Interest Rate Hedging
  • Private Equity

Qualifications

  • MPhil Computer Science, City University of New York, Graduate Center
  • MSc Quantitative Finance, Michael Smurfit Graduate School of Business, University College Dublin
  • BSc Mathematical Sciences, Dublin City University

About Brian

I joined JCRA in 2011, initially in London, on the Real Estate desk. Along with advising property clients, I worked on several structured finance and dispute resolution mandates. Also, as a developer, I created or extended several of the valuations platforms for JCRA. In 2015, I relocated with my family to New York.

In my current role, I mainly cover interest rate and FX trades but have also assisted on power and inflation transactions. I am also a member of JCRA’s IT Strategy group.

After completing my MSc I joined the Volatility Arbitrage desk at Concordia Advisors in Bermuda and later New York, where I developed systems and models for trading, back-testing and risk management, including an automated hedging system for gamma scalping across several international markets.

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Published work

LIBOR–OIS Spread: harbinger of another crisis?

Ever since the LIBOR–OIS spread shot up from single digit basis points to well over 300 bps during the financial crisis, the gap between the two has been closely watched as a sign of stress in the financial markets.

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FASB makes hedge accounting easier: ASU 2017-12

Accounting for derivatives under ASC815, and specifically applying hedge accounting, has always been a complex undertaking for financial statement preparers. The difficulty associated with its application and the limitations imposed for hedging risks have finally been addressed.

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