A New Paradigm for Infrastructure Debt Analysis
Event Details
In an IPE webcast on Wednesday 19 November, 2025 at 14:00 GMT / 09:00 EST, Abhishek Gupta, Head of Product, and Riazul Islam, Senior Quantitative Researcher, at Scientific Infra &
Event Details
In an IPE webcast on Wednesday 19 November, 2025 at 14:00 GMT / 09:00 EST, Abhishek Gupta, Head of Product, and Riazul Islam, Senior Quantitative Researcher, at Scientific Infra & Private Assets (SIPA), will host a high-level session on how InfraMetrics®, the industry’s leading data-driven framework, is transforming the analysis of private infrastructure debt.
As private infrastructure debt cements its position as a strategic pillar in institutional portfolios, investors continue to face a fundamental challenge, how to assess, price, and benchmark credit risk in a market with limited transparency and few standardised ratings.
Built on thousands of observed transactions, SIPA’s InfraMetrics® Private Debt Framework delivers market-consistent credit-spread premia across regions, sectors, and maturities, with a model precision averaging below 6%. The session will reveal how infrastructure debt behaves across cycles, how spreads respond to macro shifts, and how InfraMetrics® benchmarks compare with corporate indices.
Discover why infrastructure debt consistently shows lower volatility, faster recoveries, and superior risk-adjusted returns and how InfraMetrics® enables Direct Alpha measurement, setting a new standard for transparency, governance, and investor confidence in private credit.
Key topics covered will include:
- Translating private credit data into consistent, measurable risk indicators.
- Understanding default dynamics across corporate and project finance structures.
- Why traditional credit models fail to capture the realities of private markets.
- The evolution of credit transparency, how InfraMetrics® enables greater comparability, pricing discipline, and investor confidence.
- A clear, evidence-based view of credit risk and performance drivers in private debt.
- A framework to benchmark risk-adjusted returns across managers and market segments.
- Insights into how data science and market calibration are modernising private debt analysis.
- Practical implications for allocators and risk managers navigating a shifting credit landscape.
The webcast will be moderated by Brendan Maton of IPE.
Register for the webcast here.
Location
Virtual
Other Events
Time
2025-11-19 14:00 - 15:00(GMT+00:00)Duration 1 Hour
