Budgeting for Capital Calls: A VaR Inspired Approach- Applied Research Webinar


On April 19th, 2018 at 11 am (ET), please join us for a one-hour webinar: Budgeting for Capital Calls: A VaR-Based Approach

Luis O'Shea, PhD, Head of Applied Research at Burgiss

For LPs, this webinar addresses an important question: How much capital should be kept in reserve in order to service capital calls with high probability?

We respond to this with a novel new approach. In this seminar, we'll discuss:

  • How this approach improves upon traditional cash-flow models
  • How it quantifies the benefit of diversification
  • The results of backtesting this methodology

This seminar is based on two recent working papers from Burgiss:

Budgeting for Capital Calls: A Var-Inspired Approach (March 2018)

Modeling Cash Flows for Private Capital Funds (February 2018)

Dr. O'Shea will present this research and then be pleased to answer your questions.

If you are a client and would like to register for the webinar, please look for the invitation in our upcoming April newsletter which will be sent to your email.


Amanda VanNess