The Duchess of Cornwall was said to be "utterly devastated" after news of the 62-year-old's sudden death broke here yesterday.
"Mr Shand died in hospital as a result of a serious head injury which he sustained during a fall last night. The Duchess, the Prince of Wales and all her family members are utterly devastated by this sudden and tragic loss," Clarence House said in a statement.
The death comes as Prince Charles and Camilla, currently understood to be in Scotland, prepare for a high-profile tour of Canada next month.
"Their thoughts are with the Duchess of Cornwall and her family at this time," the statement added.
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Shand had been in New York for a charity auction at Sotheby's in New York, held in aid of underprivileged children and the Elephant Family - a charity set up to protect the Asian elephant of which he was chairman.
It was on his way to Australia as a teenager that he stopped off in India for the first time and fell in love with the country and its elephants.
He, along with wife Priya, was a friend of Shand's and among the biggest donors to his Elephant Family charity.
Shand also featured in documentaries about elephants and India and had written numerous books.
His book 'Queen of the Elephants' won the Prix Litteraire d'Amis and was made into a BBC documentary.
Shand, the duchess's only brother, reportedly slipped while lighting a cigarette and hit his head on the pavement outside an after-party following the charity event.