Rupert Macey-Dare

University of Oxford - Saint Cross College

Saint Giles

Oxford

United Kingdom

Middle Temple

Middle Temple Lane

London, EC4Y 9AT

United Kingdom

Minerva Chambers

London

United Kingdom

SCHOLARLY PAPERS

46

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“  My interests include law, litigation and dispute resolution; economics, game theory and financial markets; derivatives and option pricing, quantum and valuation and Brexit.  ”

Scholarly Papers (46)

1.

Litigation Cost Strategies, Settlement Offers and Game Theory

Posted: 31 May 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 2,212 (5,843)

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Litigation, settlement, offer, game theory, principal, agent, mediation, ADR, negotiation, law of costs, cost applications, appeal, class action, freezing order, security for costs, part 36, CFA

2.

1992 ISDA Master Agreement: Analyzing Market Quotation, Set-Off and Loss

Posted: 31 Jan 2010 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 928 (23,315)

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ISDA, Valuation, Derivative, Market Quotation, Loss, Set-Off, Master Agreement

3.

ISDA Valuation Cases

Posted: 01 Aug 2010 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 621 (40,590)

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Master Agreement, Derivative, ISDA

4.

Structured Investment Vehicle (SIV) Litigation Questions

Posted: 12 Apr 2010 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 381 (74,738)

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SIV, Structured Investment Vehicle, Cheyne, Whistlejacket, Orion, Golden Key, Sigma Finance, derivative, WIF

5.

Accounting System Upgrade Risk

Number of pages: 4 Posted: 20 Jul 2007 Last Revised: 01 Sep 2014
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 350 (82,404)

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risk, compliance, Sarbanes-Oxley, forensic, derivatives

6.

The McKesson Case: Key Transfer Pricing Principles in the Context of Debt Factoring

Transfer Pricing International Journal, 2011
Number of pages: 3 Posted: 22 Nov 2011 Last Revised: 25 Jul 2012
Rupert Macey-Dare and Danny Beeton
University of Oxford - Saint Cross College and Freshfields
Downloads 273 (108,339)

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transfer pricing, OECD, factoring, arm's length

7.

Economics of Pupillage

Posted: 03 Mar 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 259 (114,445)

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barrister, pupillage, legal training, professional vocational training, price-fixing, social welfare costs, protectionism, discrimination, anti-competitive

8.

Winning Football Penalty Shootouts

Number of pages: 56 Posted: 23 Aug 2013 Last Revised: 25 Nov 2018
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 243 (122,147)

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Tanda de penaltis decisiva, séance de tirs au but, decisão por pênaltis, elfmeterschießen, Лучшие Серии Пенальти, calci di rigore, 足球点球大战, サッカーPK戦, soccer, football, multinomial model, double binomial, knockout barrier options, game theory, World Cup, Euro 2016, African Cup, ركلات الترجيح

9.

The McKesson Case: A Further Debate on Key Transfer Pricing Principles

Transfer Pricing Week, 2011
Number of pages: 7 Posted: 03 Nov 2011 Last Revised: 25 Jul 2012
Danny Beeton and Rupert Macey-Dare
Freshfields and University of Oxford - Saint Cross College
Downloads 238 (124,708)

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transfer pricing, factor, OECD, tax, Luxembourg, CUP, recourse, non-recourse, discount

10.

Key Derivatives Cases 2015

Number of pages: 24 Posted: 01 Aug 2015 Last Revised: 03 Aug 2015
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 191 (153,950)

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ISDA, Master Agreement, derivatives, options

11.

True Crime - Guilty or Not Guilty - David Bain

Number of pages: 54 Posted: 10 Jun 2011 Last Revised: 25 Jul 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 188 (156,181)

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David Bain, Robin Bain, Margaret Bain, Laniet Bain, Stephen Bain, Arawa Bain, 65 Every St, OJ Simpson, Bamber, Menendez, murder, advocacy, examination in chief, cross examination, opening speech, closing speech, Helen Cull, Michael Reed, Kieran Raftery, Panckhurst, New Zealand, Dunedin, Joe Karam

12.

Advocacy Masterclass - Retrial of David Bain

Number of pages: 119 Posted: 15 May 2011 Last Revised: 26 Jul 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 181 (161,571)

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David Bain, Robin Bain, Margaret Bain, Laniet Bain, Stephen Bain, Arawa Bain, 65 Every St, O J Simpson, Bamber, Menendez, murder, advocacy, examination in chief, cross examination, opening speech, closing speech, Helen Cull, Michael Reed, Kieran Raftery, Panckhurst, New Zealand, Dunedin, Joe Karam

13.

Harassment Claims and the Jurisdiction of International Administrative Law Tribunals

Posted: 10 Jul 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 178 (164,034)

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International Administrative Law, Public International Law, jurisdiction

14.

Exchange Rate Barriers, Target Zones and Option Pricing

Posted: 07 Feb 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 164 (176,272)

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exchange rate, target zones, speculative attacks, secular attacks, option pricing, reserves, stochastic models, life expectancy, barrier lookback option

15.

Economic Consequences of Moore's Law

Number of pages: 20 Posted: 20 May 2013 Last Revised: 22 Jun 2014
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 153 (186,876)

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Moore's Law, demographics, computing, computation, exponential growth, exponential contraction

16.

Barrier-Lookback Options and Target Zone Reserves

Posted: 13 May 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 151 (188,984)

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option, barrier, lookback, exchange rate, target zone, reserves, Black Wednesday, path-dependent

17.

Expected Loss Balance of Probability Theorem

Posted: 13 Jun 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 140 (200,953)

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Balance of Probability, Expected Loss, Standard of Proof, Negligence, Mesothelioma, Asbestos, Loss of Chance

18.

Target Zone Exchange Rate Option Pricing

Posted: 15 Aug 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 130 (213,276)

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exchange rate, target zone, Black-Scholes, Garman-Kohlhagen, option pricing

19.

Practical Way to Create 'MOOC Degrees and Diplomas'

Number of pages: 17 Posted: 07 Jan 2014 Last Revised: 24 May 2016
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 126 (218,427)

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MOOC

20.

Target Zone Primer

Posted: 13 Jun 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 126 (218,427)

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exchange rate, target zone, zones, Ito, stochastic, purchasing power parity, expectations, intervention, realignment, learning, credibility, speculative attack, process switching, bubbles, gold standard paradox

21.

The Mckesson Canada Decision: Further Guidance on the Transfer Pricing of Debt Factoring Arrangements

Transfer Pricing International Journal 2014, Forthcoming
Number of pages: 5 Posted: 17 Sep 2014
Danny Beeton, Murray Clayson and Rupert Macey-Dare
Freshfields, Freshfields Bruckhaus Deringer - Freshfields Bruckhaus Deringer LLP and University of Oxford - Saint Cross College
Downloads 119 (227,983)

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transfer pricing, OECD, factoring, arm's length

22.

Intra-Day Interest Rates and Exchange Rate De-Stabilization

Posted: 10 Feb 2008 Last Revised: 27 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 110 (241,303)

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derivative, trader, speculative attack, volatility, yield curve, intervention

23.

Post v. Jones (US Supreme Court 1856) – A Protype Early Transfer Pricing Type Case

Number of pages: 12 Posted: 14 Jul 2015 Last Revised: 30 Jul 2015
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 106 (247,711)

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admiralty, salvage, transfer pricing, risk, return, whaling

24.

'New Certificates of Eligibility' and Regulation of Training for the English Bar.

Posted: 17 Apr 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 96 (264,900)

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barrister, pupillage, deferral of call, Inns of Court, legal education, professional, vocational training, BVC, bar vocational course, regulation, certificate, eligibility, signalling, coordination, quota

25.

Economics of Deferral of Call

Posted: 21 Mar 2007 Last Revised: 26 Apr 2008
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 94 (268,494)

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barrister, pupillage, deferral of call, Inns of Court, legal education, professional vocational training, BVC, discrimination, protectionism, anti-competitive

26.

Genesis of Macro-Modelling for the IMF's World Economic Outlook

Number of pages: 71 Posted: 06 Feb 2008 Last Revised: 09 Apr 2014
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 87 (281,878)

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International Monetary Fund, WEO, MERM, WTM, Minimod, Multimod, Model, simulation

27.

Transfer Pricing and Generalized Implicit Support Networks

Number of pages: 10 Posted: 08 Mar 2014 Last Revised: 24 May 2016
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 80 (296,688)

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transfer pricing, implicit support, implicit subversion, networks, game theory, optimal taxation

28.

Target Zone Policy - A 20th Century Perspective

Posted: 21 Jul 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 76 (305,770)

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exchange rate, target zone, EMS, ERM, EMU

29.

Valuation and Pricing of Professional Licenses and Practicing Certificates

Number of pages: 15 Posted: 28 Jul 2012 Last Revised: 03 Jan 2013
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 68 (325,268)

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licence, license, tax, taxation, profession, practitioner, Bar, barrister, solicitor, lawyer, attorney, doctor, dentist, nurse, architect, engineers, accountant, actuary, licensed financial advisor, hedge fund manager, realtor, surveyor

30.

'Practicing Certificate Risks' in the Market for Advocacy

Posted: 14 Feb 2008 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 68 (325,268)

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Barrister, Solicitor, pupillage, BVC, Bar Vocational Course, Entry Barrier, Neuberger

31.

Target Zone Life Expectancy: Discrete Models and Secular Attacks

Posted: 03 May 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 64 (335,754)

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exchange rate, interest rate, gambler's ruin, foreign exchange, reserves, target zone, target zones, multilateral, speculative, secular attack, secular attacks, sunspot, credible, credibility

32.

Expected Loss Interest-Adjustment Theorem

Posted: 29 Jun 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 63 (338,516)

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Interest rate, damages, quantum, apportionment, compensation, indemnity, punitive, tort, negligence, time value

33.

Permanent Honeymoons, Fixed-Floating Barriers and Nominal Exchange Rate Smoothing

Posted: 20 Jul 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 61 (343,990)

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exchange rate, target zone, barrier, volatility, realignment, reserves, bid-ask spread, honeymoon effect

34.

Target Zone Life Expectancy: Continuous Models, Credibility and Multiband Systems

Posted: 26 Jun 2007 Last Revised: 31 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 55 (361,738)

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exchange rate, target zone, unilateral, multilateral, intervention, reserves, life expectancy, credibility, Bessel Process, stopping time

35.

Expected Loss Divisibility Theorem

Posted: 28 Jun 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 54 (364,881)

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Damages, compensation, quantum, apportionment, claims, tort, negligence, Asbestos, Mesothelioma, DES, paradox

36.

Arbitration - A Potential Brexit Bonus?

Posted: 15 Dec 2018 Last Revised: 15 Jan 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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Brexit, Arbitration, Courts, Bonus

37.

3rd Party Litigation Funding Agreements and Derivatives Mis-Selling Risk

Posted: 22 May 2018 Last Revised: 25 Nov 2018
Rupert Macey-Dare
University of Oxford - Saint Cross College

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litigation funding, derivatives, OTC

38.

Joint Venture Pricing Disputes and Arbitration

Posted: 08 Mar 2016 Last Revised: 07 May 2016
Rupert Macey-Dare
University of Oxford - Saint Cross College

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transfer pricing, sales at undervalue, purchases at overvalue, OECD, econometrics, benchmarking, arm's length pricing, loans, options, derivatives

39.

Transfer Pricing and 3 Group-Effect Risk Adjustments to Fair Market Comparators

Posted: 12 Sep 2014
Rupert Macey-Dare
University of Oxford - Saint Cross College

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transfer pricing, implicit support, generalized implicit support networks, benchmarking

40.

Derivatives Mismarking Cases

Posted: 21 Nov 2012 Last Revised: 28 Nov 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College

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FSA, SEC, SFA, Final Notice, derivatives, options, DOJ, NYSE, volatility, correlation, default risk, quant, VaR, back office, middle office, collusion, fixings, market data, spreadsheets, mispricing

41.

Financial Markets Portfolio Revaluation System

Posted: 14 Nov 2012 Last Revised: 28 Nov 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College

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FX, CDS, TRS, OTC, options, derivatives, yield curves, ABS, BPV, VaR, collateral

42.

GMRAs 1995 and 2000 - Management and Termination

Posted: 12 Nov 2012 Last Revised: 19 Nov 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College

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GMRA 1995, 2000, 2011, close-out netting, termination, master agreement, derivatives, ICMA, ISDA, SIFMA, CPMA, ISMA, Bloomberg, ISMA, SLRC, repo, repurchase agreement, Global Master Repurchase Agreement

43.

Determining GBP-Foreign Currency Exchange Rates Under the Insolvency Rules

Posted: 03 Jan 2010 Last Revised: 16 Nov 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College

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exchange rate, insolvency, Insolvency Rules, administration, insolvency, administration

44.

Practitioner Problems for Derivatives Lawyers

Posted: 01 Jan 2010 Last Revised: 21 Aug 2012
Rupert Macey-Dare
University of Oxford - Saint Cross College

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derivative, SIV, Structured Investment Vehicle, foreign exchange, ISDA, GMRA, mis-marking, mismarking, insolvency, Insolvency Rules, FSA, SEC, Final Notice, exchange rate

45.

Benefits of Treating Commercial Litigation as a Corporate Profit Center

Rupert Macey-Dare
University of Oxford - Saint Cross College

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litigation, dispute resolution, international arbitration, economic optimization, behavioral economics

46.

Economic Case Value Optimization

Rupert Macey-Dare
University of Oxford - Saint Cross College

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economics, litigation, dispute resolution, arbitrage, optimization, behavioral economics, paradox of thrift