Private Equity Valuation

In this webinar, we will introduce advanced risk frameworks tailored specifically for private equity investments, addressing the unique challenges and complexities of this asset class. Join us to discover essential insights and strategies for effective private equity risk management.

Private Equity Risk Models: Overview

A brief overview of traditional and advanced risk models for private equity valuations:

• Traditional IRR and its drawbacks.
• Advanced risk statistics: KSPME, Direct Alpha, and Index IRR.
• The pitfalls of PE valuation using publicly available PE fund metrics.
• Explaining the automatic NAV calculation for Master portfolios.

The Yale Cash Flow Forecasting Model

• The basics of the Yale model.
• Setting the Yale model parameters in Risk Shell.
• Interpretation of the Yale cash flow forecasts and practical examples.

Risk Shell Tools For Private Equity Analysis

• Multi-statistic Peer Group Analysis for private equities.
• Risk-return profiles of private equities: 2D and 3D visualizations.
• Working with private equity databases: screening and filtering options.

Potential Audience

Institutional portfolio managers, hedge fund investors, hedge fund of funds and multi-asset portfolio managers, CIOs, advanced family offices, advisers, research houses, consultants, pension plans, endowments, family offices.