2013-2016 EDHEC/NATIXIS Research Chair

  • Unlisted Infrastructure Debt Valuation
  • Who is Afraid of Construction Risk?
  • Cash Flow Dynamics of Infrastructure Project Debt
2016
[8] Cash Flow Dynamics of Private Infrastructure Project Debt, Empirical evidence and dynamic modelling (Frédéric Blanc-Brude, Majid Hasan, Timothy Whittaker), In EDHEC Infrastructure Institute Publications, volume March, 2016. [More details] [pdf] [Read online]
[7] Data collection for infrastructure investment benchmarking: objectives, reality check and reporting framework (Frédéric Blanc-Brude, Raffaëlle Delacroce, Majid Hasan, Cledan Mandri-Perrot, Jordan Schwartz, Tim Whittaker), In EDHEC Infrastructure Institute-Singapore, 2016. [More details] [pdf] [Read online]
2014
[6] Benchmarking Long-Term Investment in Infrastructure (Frédéric Blanc-Brude), In EDHEC-Risk Institute Position Paper, 2014. [More details] [pdf]
[5] Unlisted Infrastructure Debt Valuation & Performance (Frédéric Blanc-Brude, Majid Hasan, Omneia R H Ismail), In EDHEC-Risk Institute Publications, volume July, 2014. [More details] [pdf]
[4] How much construction risk do sponsors take in project finance? (Frédéric Blanc-Brude, Dejan Makovsek), In EDHEC-Risk Institute Publications, 2014. [More details] [pdf]
2013
[3] Discussion of the the Bank of Ireland Paper on loan origination by investment funds (Frédéric Blanc-Brude), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[2] Measuring infrastructure the credit risk of unlisted infrastructure debt -- theoretical framework and data reporting requirements (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[1] Who is afraid of Construction Risk? Portfolio Construction with Infrastructure Debt (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC-Risk Institute Publications, EDHEC Risk Institute-Asia, 2013. [More details] [pdf]
  • Unlisted Infrastructure Debt Valuation
  • Who is Afraid of Construction Risk?
  • Cash Flow Dynamics of Infrastructure Project Debt
2015
[11] A rigorous yet implementable framework to measure the performance of private infrastructure debt (Frédéric Blanc-Brude, Majid Hasan), In Investment & Pensions Europe, volume EDHEC-Risk Insights, 2015. [More details] [pdf]
[10] The language of infrastructure (Frédéric Blanc-Brude), In Investment & Pensions Europe - Top 400 Asset Managers supplement, 2015. [More details] [pdf]
2014
[9] The sting is in the loan tail (Frédéric Blanc-Brude, Majid Hasan), In Investment & Pensions Europe, Investment, volume October, 2014. [More details] [pdf]
[8] Making a better match between institutional investors and infrastructure investments (Frédéric Blanc-Brude), In , 2014. [More details] [pdf]
[7] A roadmap to make long-term infrastructure investment relevant to institutional investors (Frédéric Blanc-Brude), In Pensions & Investments, 2014. [More details] [pdf]
[6] The risks of closed-ended long-term debt funds (Frédéric Blanc-Brude), In Investment & Pensions Europe, 2014. [More details] [pdf]
2013
[5] Who is afraid of construction risk? Investment solutions in infrastructure debt are just beginning to appear. (Frédéric Blanc-Brude, Omneia R H Ismail), In Asia Asset Management, 2013. [More details] [pdf]
[4] Infrastructure Debt Portfolio Construction (Frédéric Blanc-Brude, Omneia R H Ismail), In Investment Magazine, 2013. [More details] [pdf]
[3] Defining infrastructure investment under Solvency-2 (Frédéric Blanc-Brude, Omneia R H Ismail), In Investment & Pensions Europe, 2013. [More details] [pdf]
[2] Who is afraid of construction risk? (Frédéric Blanc-Brude), In Investment & Pensions Europe, 2013. [More details] [pdf]
2012
[1] Who is afraid of construction risk? (Frédéric Blanc-Brude), In Infrastructure Journal, 2012. [More details] [pdf]
2015
[15] The cash flow dynamics of private infrastructure project debt: empirical evidence and dynamic modelling (Frederic Blanc-Brude), In 4th NATIXIS Infrastructure Day, 2015. [More details] [pdf]
[14] Valuation and risk measurement of unlisted infrastructure debt (Frederic Blanc-Brude, Hasan Majid, Omneia RH Ismail), In EDHEC Risk Days Europe, 2015. [More details] [pdf]
2014
[13] Valuation and risk measurement of unlisted infrastructure debt (Frederic Blanc-Brude, Majid Hasan*, Omneia RH Ismail), In World Finance and Banking Conference, 2014. [More details] [pdf]
[12] Benchmarking the performance of infrastructure debt (Frederic Blanc-Brude), In 3rd NATIXIS Infrastructure Day, 2014. [More details] [pdf]
[11] Benchmarking the performance of infrastructure debt (Frederic Blanc-Brude, Majid Hasan, Omneia RH Ismail), In Casgrain Institutional Investor Infrastructure Forum, 2014. [More details] [pdf]
[10] Infrastructure Investment for Institutional Investors -- The challenges of measuring performance (Frederic Blanc-Brude), In EDHEC Risk Days Europe, 2014. [More details] [pdf]
2013
[9]From asset allocation to infrastructure investment -- A roadmap for the development of institutional investment in infrastructure (Frederic Blanc-Brude), In 2nd Asia Investment Management Summit for Insurance, 2013. [More details]
[8] Towards a project finance sub-module for Solvency-2? (Frederic Blanc-Brude), In Office of the EIOPA Chairman, 2013. [More details] [pdf]
[7] Measuring infrastructure debt credit risk (Frederic Blanc-Brude, Omneia RH Ismail), In 2nd NATIXIS Infrastructure day, 2013. [More details] [pdf]
[6] Who is afraid of construction risk? Infrastructure debt for institutional investors (Frederic Blanc-Brude, Omneia RH Ismail), In EDHEC Risk Days North America, 2013. [More details] [pdf]
[5] Valuation and risk measurement of unlisted infrastructure debt (Frederic Blanc-Brude, Hasan Majid, Omneia RH Ismail), In EDHEC Risk Days Asia, 2013. [More details] [pdf]
[4] Construction risk in infrastructure project finance (Frederic Blanc-Brude, Dejan Makovsek*), In Procurement and Public-Private Arrangements Conference organised by the PPP Economics Chair of the Sorbonne University, 2013. [More details] [pdf]
[3] Who is afraid of construction risk? Infrastructure debt for institutional investors (Frederic Blanc-Brude, Omneia RH Ismail), In EDHEC Risk Days Asia, 2013. [More details] [pdf]
[2] Who is afraid of construction risk? Infrastructure debt for institutional investors (Frederic Blanc-Brude, Omneia RH Ismail), In EDHEC Risk Days Europe, 2013. [More details] [pdf]
2012
[1]Who is afraid of construction risk? Infrastructure debt for institutional investors (Frederic Blanc-Brude), In 1st NATIXIS Infrastructure Day, 2012. [More details]
The first EDHEC/NATIXIS Research Chair on Infrastructure Debt extended from 2012 to 2015.

The purpose of the Natixis “Investment and Governance Characteristics of Infrastructure Debt Instruments” research chair was to contribute to clarifying the nature and investment profile of infrastructure debt instruments in order to reduce the relative shortfall of publicly available investment data on the subject, compared to longer established investment segments.

The chair was specifically focus on the risk and return characteristics and portfolio diversification benefits that infrastructure debt instruments can bring to institutional investors.

The Chair was renewed for 3 years in 2016.