Natixis Infrastructure Debt Masterclass 2018
Event Details
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
Event Details
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.
Topics to be discussed:
Part I: Nature of credit risk in private infrastructure debt
- The nature of infrastructure project debt instruments: from concrete to contracts
- A cash-flow driven credit risk model
- Better measures of credit risk, 20 years of data and unbiased measures of PD and distance to default
Part II: Performance measurement of private infrastructure debt investments
- A structural model of private project finance debt
- Embedded options in infrastructure debt
- The term structure of risk and cash flow discounting in infrastructure projects
with the support of
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Time
(Wednesday) 2:00 pm - 5:00 pm(GMT+00:00)
Location
NATIXIS London