Bi-Annual Client Meeting scheduled for 14th November, 2024 2:00 PM (GMT). We are excited to share that our next Bi-Annual Client Meeting has
We are excited to share that our next Bi-Annual Client Meeting has been scheduled for 14th November 2024 at 2:00pm UK Time. These meetings are an opportunity to have a front-row seat of the new developments here at Scientific Infra & Private Assets.
First, our Client Services Specialist Karishma Vojkovic, will present the array of new resources we have developed to support our clients get the most out of their data subscriptions, including but not limited to Factsheets, Quarterly Index Reports, Publications, Product Documentation, and a centralized FAQ store to answer your most pressing queries.
Next, our Head of Product, Abhishek Gupta, and Quantitative Analyst, Moataz Farid, will each present the application of our data and solutions with two key use cases: Risk Reporting and Alpha Tracking analysis.
A brief agenda is as follows:
Following the format of our previous client meeting, this session will be interactive, providing ample opportunities for our clients to share their valued perspectives, ask questions, and glean further insights from one another.
To accommodate our global client base, this meeting will be hosted virtually.
Please RSVP to receive the dial-in details.
We look forward to seeing you on 14th November, 2024 at 2:00 PM (GMT) for an exclusive preview of our latest developments!
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2024-11-14 16:00 - 17:00(GMT+00:00)
Join us on 26 June, 2025 at 10.00am BST / 5.00pm SGT for our latest “Blitzinar” bringing you key insights in 15 minutes + 15 minutes for direct Q&A, to discuss our recent report entitled “Reducing Capital Charges in Risk Based Prudential Frameworks”.
Calculating tail risk exposure presents a challenge for private markets industry participants, including regulators, due to poorly constructed indices (fund manager benchmarks) including slow and stale valuation techniques. Without accurate and frequent pricing, computed risk metrics will not reflect the distribution. As a result, capital charges imposed by regulators may be overly conservative to compensate.
Our report shows that a well-constructed private equities index, such as the private2000, has similar Value at Risk (VaR) and Conditional Value at Risk (CVaR) metrics when compared to broad market indices in listed markets. Further, the flagship infraMetrics index, infra300, has demonstrably lower VaR and CVaR relative to private and listed equities, suggesting that capital charges should differ across the asset classes.
There have been promising developments, with Solvency II in the EU differentiating between infrastructure and private equities, and the adoption of International Capital Standards by the International Association of Insurance Supervisors (IAIS). More room exists to adapt to the different return/risk profile of the two asset classes.
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Virtual
2025-06-26 10:00 - 10:30(GMT+01:00)