Institutional investors are increasingly turning to private assets to diversify portfolios and enhance long-term returns. As allocations to private markets grow, many are re-evaluating their modelling strategies to better capture the complexities of these assets and their impact on overall portfolio risk.
Unlike publicly listed investments, private assets come with distinct challenges, such as illiquidity and uneven cashflows. To make more informed strategic asset allocation decisions, investors are refining their modelling techniques to accurately represent these characteristics.
This shift was the focus of a recent webinar titled Private asset modelling to support strategic asset allocation, hosted by members of Ortec Finance’s Insurance and Global Pension Risk teams, Jens Barendsen and Ashish Doshi. The session examined how private assets can enhance institutional portfolios when modelled effectively and integrated into strategic asset allocation frameworks.
During the on-demand webinar, the speakers explore why it is imperative to model private assets as illiquid and on a cashflow basis, to reflect broader portfolio liquidity risks and align with the strategic asset allocation.
It also covers how firms should approach commitments, capital calls and distributions over the investment horizon as part of a strategic asset allocation exercise. Finally, the webinar covers the role of dynamic commitment strategies to help facilitate an effective private markets programme.
This session forms part of the five-part series Private Assets in Focus: Navigating Investment Decisions, which delves into the role of private assets in institutional portfolios.
For more insights, watch the webinar here.
Copyright © 2025 FinTech Global
