Natixis Infrastructure Debt Masterclass 2018

2018wed06jun2:00 pmwed5:00 pm2:00 pm - 5:00 pm(GMT+00:00) View in my timeNATIXIS London, Cannon Bridge House – 25 Dowgate Hill, EC4R 2YA LondonNatixis Infrastructure Debt Masterclass 2018Advanced techniques for asset owners and managers

Time

(Wednesday) 2:00 pm - 5:00 pm(GMT+00:00) View in my time

Location

NATIXIS London

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

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

infraMetrics™ by EDHECinfra