Dr. Sabry is a Managing Director in the Securities and Finance Practice at NERA and leads the Bankruptcy and Financial Distress Practice. She has performed analyses involving the valuation of fixed income securities, derivatives, illiquid assets, businesses and litigation settlements. She has also assessed risk management models and examined the prudence of investments including hedging strategies. Dr. Sabry has testified as an expert on causation, damages, valuation and class certification in State and Federal Courts as well as at arbitration proceedings.
Examples of her assignments include: Affidavit, In the United States Bankruptcy Court for the District of Delaware, In re: AgFeed USA, LLC, et al. (Debtors) on the structure of the proposed settlement allocation; Deposition Testimony and Report, In the United States Bankruptcy Court for the Middle District of Florida – Orlando Division, In re: Sherwood Investments Overseas Limited, Inc. (Debtor) v. The Royal Bank of Scotland N.V. on alleged causation and damages with regard to investments in certain equity derivative products; Trial Testimony, In the Supreme Court of the State of New York, County of New York in IDX Capital, LLC, et al. v. Phoenix Partners Group LLC, et al. on the fair market value of a CDS inter-dealer broker firm; and Declaration, In the United Stated Bankruptcy Court for the Southern District of New York in the Official Committee of Unsecured Creditors v. Citibank, et al., Re Lyondell Chemical Companies, et al. on analysis of the capital market reactions including credit default swaps to the LBO and the forseeability of bankruptcy during the credit crisis.
Dr. Sabry received her Ph.D. in Business from Stanford Business School and was awarded the J.M. Olin Graduate Fellowship, the Graduate School of Business Fellowship, and a Ford Foundation Fellowship. She received her BA, magna cum laude, and her MA in economics from the American University in Cairo.
She is the author of various articles on the economics of subprime lending, the credit crisis, the impact of securitization on the cost of credit and liquidity, econometric analysis of mutual funds’ advisory fees, claiming behavior, and determinants of anti-dumping protection. Dr. Sabry recently co-authored “Mortgage Defaults, Foreclosures and Modifications,” which was published in the Handbook of Mortgage-Backed Securities, 7th Edition, (Frank J. Fabozzi, ed., Oxford University Press, 2016). Her research has also been published in the Journal of Structured Finance, Journal of Investment Compliance, Journal of Alternative Investments, Business Economics, International Trade Journal, and others. Dr. Sabry is the lead author of an econometric study on the impact of securitization before and after the credit crisis for the American Securitization Forum. She is a member of the American Finance Association, the American Statistics Association and the American Bankruptcy Institute. She has been accredited as a professional statistician by the American Statistics Association.