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Questions tagged [private-equity]

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4 votes
2 answers
215 views

What are the quantitative approaches to quantify credit risk for Private Equity and Real Estate?

What are some quantitative approaches to estimating credit risk for investments that aren't publicly traded, such as private equity and direct real estate? I'm particularly interested in estimating ...
beeba's user avatar
  • 1,074
3 votes
0 answers
46 views

Active risk management of private assets

It seems incredibly difficult to not only come up with a list of options for active risk of private assets (Private Equity, Private Credit, Infrastructure, Real Estate, etc.) but also get senior ...
AK88's user avatar
  • 1,850
2 votes
1 answer
103 views

How to calculate performance of a private equity investment?

Say an investment fund puts \$1 million into private equity investment in 3 installments (\$500k, \$250k, \$250k). You're given a data table which shows the date, contributions (\$500k, \$250k, \$...
AG10's user avatar
  • 21
2 votes
2 answers
261 views

PCA analysis within Private Credit

A very broad question but nevertheless a important and difficult one. Within private markets (Private Equity funds, infrastructure funds and private credit funds) how should one do a risk-based PCA ...
Jeweller89's user avatar
2 votes
1 answer
305 views

Convert Geometric Direct Alpha PME to Arithmetic Excess IRR (PME Alpha / Implied Private Premium)

As a followup to this old question, Private Equity: Direct Alpha vs Excess IRR, I have a new one. In automating PME calculations, the Direct Alpha (DA) approach is computationally simpler and ...
Alexis Olson's user avatar
1 vote
4 answers
139 views

How is it that price to book of a bank can fluctuate so wildly?

I'm still trying to wrap my head around the fact that in 2017, the price to books for European banks fluctuated wildly ranging from well above 2 to well below 0.5. Of course, a British bank doing well ...
Derek Fulton's user avatar
1 vote
1 answer
78 views

Pension funds co-investing with private equity?

Not a quant question, but not suited for Money stack exchange... I've heard rumblings of a trend of pension funds co-investing with private equity and was curious as to the reasoning of that strategy ...
AfterWorkGuinness's user avatar
1 vote
0 answers
68 views

How can I correctly assess the risk of real estate debt fund? [closed]

I'm trying to assess the attractiveness of real estate debt funds. I'm very surprised when I look at the investment performance of many of those funds. Many of them have no negative returns, and can ...
Literal's user avatar
  • 111
1 vote
0 answers
38 views

Can someone explain how the evaluation and execution through to post-acquisition portfolio management?

I am looking into Private Equity. As the topic says. I'm trying to understand the process behind the evaluation and execution through to post (and pre? if there is some) acquisition portfolio ...
soet irl's user avatar
1 vote
0 answers
54 views

Concept of return for assets which don't have a well defined price

Much of financial theory seems to assume that assets have a price, for example the concepts of return or volatility. Is there any way to operationalize these concepts for assets which don't have a ...
robot112's user avatar
1 vote
0 answers
778 views

What is credit risk in a private equity portfolio?

If I am a private equity fund manager (e.g I have a portfolio consisting of direct private equity investments), what does credit risk mean in a practical sense for me? The usual issuer credit risk ...
beeba's user avatar
  • 1,074
0 votes
2 answers
116 views

References on cashflow modelling for private equity

I would like to build a model to predict capital calls and distributions of a private equity fund. The first question is: does any of you can address me towards the state of art for it? also machine ...
Luigi87's user avatar
  • 326
0 votes
0 answers
31 views

Funds Performance - Size Weighted (Negative Numbers)

I need to calculate the weighted median, average, sd of PE funds' returns. I weighted the sample according to the amount of committed capital of a fund, but I should consider negative products to ...
Vik Höguel's user avatar
-1 votes
1 answer
203 views

Capital call VS Capital Commitment [closed]

I would like to understand the difference between capital call and capital commitment and needs to know the importance of these items in portfolio management
Jithin Antony's user avatar