june, 2018

06jun2:00 pm5:00 pmNatixis Infrastructure Debt Masterclass 2018Advanced techniques for asset owners and managers2:00 pm - 5:00 pm NATIXIS London, Cannon Bridge House – 25 Dowgate Hill, EC4R 2YA London Event Organized By: EDHECinfra speaker(s): Frédéric Blanc-Brude, Director, Majid Hasan, Head of Asset Pricing, EDHECinfra with the support of: NATIXIS

speaker(s)

Frédéric Blanc-Brude, Director, Majid Hasan, Head of Asset Pricing, EDHECinfra

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

Time

(Wednesday) 2:00 pm - 5:00 pm

Location

NATIXIS London

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

Organizer

EDHECinfrajennifer.lord@edhec.edu Singapore | London

with the support of

NATIXIS

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