Professor Oliver Gottschalg is Head of Research at Peracs, a firm providing advanced private equity fund due diligence and benchmarking services. He recently served as an adviser to the European Parliament regarding regulation of the Private Equity industry.
At this year’s SuperReturn International Conference in Berlin, Oliver presented some ground breaking new PERACS research on the risk profile of Private Equity. In collaboration with the French PE Association (“AFIC”), who provided detailed data on all investments made by their members since 2006, it was possible for the first time ever to build a large-scale bottom-up Value-at-Risk (“VAR”) model to assess the riskiness of private equity, both at the aggregate level and based on specific risk characteristics. The overall results demonstrate that a reasonably diversified investor is exposed to levels of risk that are substantially below what is implied by the current regulatory regime in Europe.Furthermore the model makes it possible to assess the Value-at-Risk for each specific PE portfolio based on the characteristics of the underlying investments at the deal level.
If you're interested in hearing more on this topic, Oliver will be presenting a PERACS webinar workshop on this topic …
"Let's Talk About Risk"
After the presentation, Oliver looks forward to any comments or questions you may have in the online Q&A.
To join the webinar and have the opportunity to pose your questions to Oliver, simply register your details at:
The webinar takes place at 2.00pm UK | 9.00am New York | 3.00pm Amsterdam/Berlin/Paris