infraMetrics®
Debt
Index
Family

Robust Credit Risk Metrics – Granular Credit Spreads
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4642.87
 USD
1.83%
privateEurope, VW USD
 Dec 31, 2025
5052.82
 USD
0.19%
privateUS, VW USD
 Dec 31, 2025
4458.63
 USD
0.92%
private2000, VW USD
 Dec 31, 2025

State-of-the-Art Private Credit Benchmarking

infraMetrics® Debt Indices and Analytics for investors in infrastructure senior debt
  • A robust credit risk model that predicts average default rates with greater precision than historical models.
  • A credit spread model calibrated monthly with the latest observable market data.
  • A representative universe of thousands of senior private infrastructure instruments that spans project finance and corporate infrastructure debt.
  • Market indices and benchmarks that capture the risks and upside of private infrastructure debt for better allocation, reporting and fund selection.
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Mark-to-Market

Index constituent prices are recalibraded monthly to relfect the latest levels of market spreads and of interest rates. Each instrument's NAV is recomputed using DCF.

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Credit Risk Driven

Instrument level credit risk metrics derived from state of the art default frequency model feed into the credit spread model and are used for index construction.

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Representative Indices

Built using a dataset of several thousands senior debt instruments from unlisted infrastructure companies in all TICCS segments and key geographies.

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infraMetrics® Debt Index Catalog

More than 1900 Indices

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Quantifying Credit Risk in Private Debt

A reduced form approach to modelling default frequencies in private infrastructure senior debt.
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infraMetrics Debt Index Factsheet

Key Performance Metrics of our three flagship infrastructure debt market indices. 

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infra300® Debt Index Deep Dive

The power of infraMetrics debt analytics & the gold standard of infrastructure market indices
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