Model firms vie to pinpoint ‘X factor’ in private equity, property

Difficulties gathering data plague efforts to determine correlation between private and publicly traded assets

x-marks-the-spot

Investors are pressing for improvements to risk models for private assets as they look to boost exposures to private equity and real estate.

According to a BlackRock survey of institutional investors in January, almost a third of investors want to increase exposure to private equity and nearly two-fifths want to increase exposure to private real estate. But modelling the risk of these assets is notoriously tricky because of the scarcity of data to base models on, and because of the challenge of

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There is nothing new about the dynamics behind the ALM banking crisis of earlier this year: maturity transformation, liquidity risk and interest rate risk are at the heart of the traditional banking business model. But these old threats have been given…

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