A rigorous yet implementable framework to measure the performance of private infrastructure debt

by Frédéric Blanc-Brude, Majid Hasan
Abstract:
Estimating the performance of infrastruc- ture debt instruments has become a recurring question for both long-term investors and prudential regulators.

In a new paper, we propose the rst robust valuation, risk measurement and data collection frame- work for private infrastructure project loans.

Reference:
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.