In this blog, our Applied Research team utilizes Scope 1 carbon intensity estimates from Burgiss and MSCI to explore how a global carbon price floor can impact costs and EBITDA margins for over 54,000 private portfolio companies within Burgiss’ data.
Read MoreCash drag from holding low-return liquid assets is a common complaint among private capital investors. In this blog, our Applied Research team takes a value-at-risk-inspired approach to explore how diversifying portfolios can reduce cash flow risk and thus cash drag.
Read MoreVenture Capital and Buyout fundraising cycles have approached near-record speeds over the past five years, but are they starting to slow? The Applied Research team uses BMU data to document how long GPs wait to raise their next funds.
Read MoreIn a joint blog between Burgiss and MSCI Research, the authors examine whether carbon emissions are migrating out of U.S. public markets.
Read MoreThis article utilizes the GHG emission materiality map as an analytical framework to estimate climate transition risks from fossil fuel combustion using the upstream approach.
Read MoreWith previous research findings in mind, we can now take a closer look at some of the more actionable characteristics of private loans. In this post, we use spreads as an indication of credit risk to compare loans along three dimensions: seniority, region, and industry.
Read MoreIn this blog post, Burgiss Applied Research mines the Burgiss Manager Universe for insights into whether some asset classes may be overvalued.
Read MoreIn this paper, the authors examine how the Securities and Exchange Commission (SEC) proposal requiring U.S.-listed public companies to disclose information on climate-related risks may indirectly bring climate transparency to 11% of the world’s private capital.
Read More
