Q2 2024 infra300® Release: Implications for Infrastructure Revenues of Economic Slowdown and Political Uncertainty
A new era of data & analytics for infrastructure investorsJun. 24, 2021This post is the editorial of the June 2021 EDHECinfra Newsletter (Volume 5 issue 1) Infrastructure investment is evolving from a niche alternative asset class into a fully-fledged investment sector and value chain. As this evolution takes place, the need for data and analytics is also growing rapidly for investors, managers, consultants and financial service providers. Access to the best
Calibrating Credit Risk Dynamics in Private Infrastructure DebtFeb. 07, 2018Recent research has demonstrated that structural credit risk models are capable of explaining the credit risk process for private, illiquid debt. This article extends this literature by proposing a simple and intuitive calibration approach using Bayesian inference to capture the nonlinear dynamics of debt service cover ratios.