Oliver joined the firm in 2017 and advises mostly financial institutions and corporate clients on derivatives, repos, and related matters. Oliver focusses in particular on rates, FX and commodities hedging and helping clients manage lifecycle and distress events, such as defaults and close-outs. Oliver also specialises in quantitative investment strategies (QIS) and proprietary index / benchmark matters.
Recent representative experience includes:
- Advising on closing-out derivatives transactions in circumstances of counterparty distress, including co-ordinating local law advice.
- Advising on enforceability of close-out netting in the context of bespoke derivatives.
- Advising on the capacity of various entities to enter into derivatives contracts, including development banks and higher education providers.
- Advising on EMIR characterisation and compliance in relation to bespoke derivatives.
- Advising on the cross-asset hedging strategy for a large-scale project financing in the mining sector.
- Advising the hedge provider on a bespoke balance guaranteed rates hedging transaction in respect of a public securitisation of mortgage receivables.
- Advising on a structured repo and reverse repo arrangement.
- Advising on a portfolio of derivatives guarantee contracts and related risk participation arrangements.
Oliver is pleased to co-author a chapter on ESG derivatives in the current edition of Practical Derivatives and is recognised as a Next Generation Partner by the Legal 500 directory, in which he has been recommended for “relentless commitment to client service and delivering timely and pragmatic advice on a range of matters including the economic, legal and regulatory impacts during the negotiation process.”
