march, 2017

16mar2:00 pm5:00 pmInfrastructure Investment Masterclass 2017 (London)Advanced techniques for asset owners and managers2:00 pm - 5:00 pm GMT NATIXIS London, Cannon Bridge House – 25 Dowgate Hill, EC4R 2YA London Event Organized By: NATIXIS speaker(s): Frederic Blanc-Brude, Majid Hasan, Tim Whittaker with the support of: NATIXIS

speaker(s)

Frederic Blanc-Brude, Majid Hasan, Tim Whittaker

Event Details

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The aim of this masterclass is to provide participants with an in-depth understanding of the nature of private infrastructure debt investments from the origination process and characteristics of these instruments to measuring the risk-adjusted a portfolio of infrastructure debt.

It reviews existing evidence of pricing and valuation approaches to infrastructure investments and proposes improved cash flow modelling and valuation techniques that are better adapted to the nature of such assets and their characteristics including their dynamic risk profile, the absence of unique price measures, or the existence of embedded options in certain types of instruments used in infrastructure project finance. It also includes an in-depth case study of the restructuring of infrastructure debt after a credit event and how this process explain observed recovery rates.

The masterclass is presented in a highly accessible manner and strikes a balance between the exploration of new valuation approaches and an analysis of practical applications and contains integrative case studies providing step-by-step implementation examples.

This course focuses particularly on infrastructure debt investment and offers student to:

> Understand the characteristics of infrastructure project debt and what it can add to a fixed income strategy.
> Learn about valuation approaches for private debt instruments and how to implement a full structural model of infrastructure project credit risk.
> Discover empirical results for project and portfolios case studies using the unique EDHECinfra database of project cash flows

Course certification: available upon request

Time

(Thursday) 2:00 pm - 5:00 pm GMT

Location

NATIXIS London

Cannon Bridge House – 25 Dowgate Hill, EC4R 2YA London

Organizer

NATIXISamandine.bauer@uk.natixis.com

with the support of

NATIXIS

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