View all insights
image

CEPRES + Axioma Private Market Factor Risk Models

A collaboration between CEPRES and Qontigo has resulted in the launch of a new suite of factor risk models, now available in Qontigo's enterprise risk management platform, Axioma Risk. These models offer extensive coverage of the private asset fund space by breaking down the risk of private asset fund returns into both public market factor risk exposures and private asset latent factors. As a result, risk analysis can be conducted for portfolios that contain both public and private assets.

The relationship between public and private market risks has become increasingly important, and modeling the risk of private assets within a multi-asset class portfolio has traditionally been challenging due to the lack of observable, market-traded returns. However, the CEPRES-Qontigo models use verified fund cash flow data that corresponds to fund investments and distributions.

This whitepaper delves into the model calibration and validation approach in great detail.

Administrators
Article
Brokers
Consultants
Dataset
Digital transformation
Due diligence
Fund of funds
Fund performance
Fundraising
General partners
Generating alpha
Investing trends
Investment data
Limited partners
Market performance
Market research
Placement agents
Portfolio insights
Portfolio management
Portfolio monitoring
Research reports
Risk management

Read next

image

Choosing the Right AI for Private Market Investing in 2025

Download our AI checklist and discover the key factors you need to consider to unlock AI’s full potential while mitigating risks.

image

AI in Private Capital Markets Balancing Risks and Unlocking Benefits in 2025

Download our latest report on the dual impact of AI in private capital markets.

image

Cut Through Data Complexity with CEPRES AInsights

Find out everything you need to know about CEPRES AInsights.

Client Exclusives

Private credit: Spotlight on deals — the winners and losers & bounce back from the crisis

Read more
image

Navigating Private Debt: A Deep Dive into Historical Risk and Returns

Read more
image