Cannon Bridge House – 25 Dowgate Hill, EC4R 2YA London
Time
(Wednesday) 2:00 pm - 5:00 pm(GMT+00:00)View in my time
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
speaker(s)
Frédéric Blanc-Brude, Director, Majid Hasan, Head of Asset Pricing, EDHECinfra