Unlisted Infrastructure Debt Valuation & Performance

by Frédéric Blanc-Brude, Majid Hasan, Omneia R H Ismail
Abstract:
This paper is part of an ongoing research project aiming to create long-term investment benchmarks for investors in infrastructure. It is the first valuation and risk measurement model created specifically for unlisted infrastructure debt instruments. It provides a framework to value and assess the return and risk characteristics of individual project finance loans.

Publication focus:

Academic finance
a lot
Risk Management
not much
Asset pricing
mostly
Maths
a lot
Stats
not much
part of the EDHEC/NATIXIS Research Chair 2012-2015
Reference:
Unlisted Infrastructure Debt Valuation & Performance (Frédéric Blanc-Brude, Majid Hasan, Omneia R H Ismail), In EDHEC-Risk Institute Publications, volume July, 2014.