Private Equity Liquidity Hit by 10% VaR Caused by Coronavirus Crisis
By studying previous crash scenarios and comparing to the impact of the current crisis, CEPRES experts are now applying a 10% VaR liquidity forecast to their simulations for the 2020 and 2021 projections.
- By studying previous crash scenarios and comparing to the impact of the current crisis, CEPRES experts are now applying a 10% VaR liquidity forecast to their simulations for the 2020 and 2021 projections.
- Further details of model assumptions:
The current shutdown will impact private equity, private real estate, private debt funds, infrastructure and direct investments. - In order to avoid liquidity shortfalls, we recommend now to make liquidity decisions based on a 10% VaR scenario."
- CEPRES began in 2001 as the Center of Private Equity Research and was the first to 'look-through' private market funds to underlying deal and asset performance.