Throughout the interview Sir Allen ran rapidly across a wide spectrum of emotion from the mawkish to combative, says the BBC's Kevin Connolly in Washington.
He insisted any attempt to compare his investment companies with those of the disgraced Wall Street financier Bernard Madoff was unfair.
He added that customers who have tried to recover their money from his banks have been able to do so.
In one of his more dramatic moments, he said he would "die and go to hell" if his investment plans were proved to be financial pyramid schemes, or Ponzis.
"If it was a Ponzi scheme, why are they finding billions and billions of dollars all over the place?" he asked.
Sir Allen came to prominence last year when he sponsored a high-profile Twenty20 cricket tournament, which culminated in a match between England and an all-stars West Indies team that gave each winning player $1m.
His property in the Caribbean state of Antigua and Barbuda, where many of his business interests are based, has already been seized by the islands' government.
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