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

50

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8,699

SSRN CITATIONS
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SSRN RANKINGS

Top 38,613

in Total Papers Citations

0

CROSSREF CITATIONS

15

Ideas:
“  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 (50)

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 2,335 (5,808)
Citation 1

Abstract:

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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

Number of pages: 37 Posted: 31 Jan 2010 Last Revised: 29 Apr 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 940 (24,461)
Citation 2

Abstract:

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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 630 (42,538)
Citation 1

Abstract:

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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 385 (78,509)

Abstract:

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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 352 (87,136)

Abstract:

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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 286 (109,524)

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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 262 (120,076)
Citation 3

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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 248 (127,114)

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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 241 (130,882)

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

10.

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 216 (145,568)

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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

11.

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 194 (161,013)

Abstract:

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ISDA, Master Agreement, derivatives, options

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 191 (163,288)
Citation 1

Abstract:

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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 180 (172,316)

Abstract:

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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 165 (185,854)

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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 162 (188,706)

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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 152 (199,236)

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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 143 (209,480)
Citation 2

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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 (226,046)

Abstract:

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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 128 (228,758)
Citation 1

Abstract:

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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 (231,537)
Citation 1

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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 125 (232,920)

Abstract:

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transfer pricing, OECD, factoring, arm's length

22.

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 119 (241,611)

Abstract:

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

23.

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 (255,737)
Citation 1

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

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 99 (274,948)

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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 95 (282,401)
Citation 2

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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 (298,523)

Abstract:

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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 83 (307,439)

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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 (323,796)

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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 69 (341,752)
Citation 1

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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 69 (341,752)

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

31.

Expected Loss Interest-Adjustment Theorem

Posted: 29 Jun 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 65 (352,725)
Citation 1

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

32.

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 (355,571)

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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

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 (364,466)

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

34.

Expected Loss Divisibility Theorem

Posted: 28 Jun 2007 Last Revised: 26 Jan 2011
Rupert Macey-Dare
University of Oxford - Saint Cross College
Downloads 56 (379,955)

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

35.

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 (383,180)

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

36.

No Deal Brexit and the Wicker Man Strategy

Posted: 20 Dec 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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37.

3rd Party Litigation Funding Agreements, Damages‎ Misallocation Risk, and Class Action Transparency.

Posted: 10 Jun 2019 Last Revised: 13 Jun 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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Derivatives, Isda Master Agreement, Class Action, Litigation, 3rd Party Litigation Funding Agreement

38.

High Value Litigation + Economics 101

Posted: 07 Jun 2019 Last Revised: 15 Jun 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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economic case value optimization, high value litigation, economics 101, 3rd party funding, litigator-investment

39.

Behavioural Accountancy

Posted: 05 Jun 2019 Last Revised: 05 Jul 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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behavioural accountancy, behavioural accounting, behavioural economics, behavioural finance

40.

Benefits of Treating Commercial Litigation as a Corporate Profit Center

Posted: 02 May 2019 Last Revised: 16 May 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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litigation, dispute resolution, international arbitration, economic optimization, competition, anti-trust, behavioral economics

41.

Economic Case Value Optimization

Posted: 22 Apr 2019 Last Revised: 11 May 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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

42.

Arbitration - A Potential Brexit Bonus?

Posted: 15 Dec 2018 Last Revised: 29 Apr 2019
Rupert Macey-Dare
University of Oxford - Saint Cross College

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Brexit, Arbitration, Courts, Bonus

43.

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

44.

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

45.

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

46.

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

47.

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

48.

GMRAs 1995 and 2000 - Management and Termination

Posted: 12 Nov 2012 Last Revised: 01 May 2019
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

49.

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

50.

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