Risk-adjusted valuation for illiquid assets
Quantitative valuation framework with simulated risk-return curves, VaR@99 calculations, and Tabak illiquidity premiums for PE and VC portfolios.
Simulated Risk–Return Curves
Portfolio-wide efficient frontier construction using Monte Carlo, beta inflection points, and VaR@99 tail risk measures
Illiquidity Premium Modeling
Tabak methodology with non-parametric density estimation for bid-ask spreads and trading volume analysis
Multi-Dimensional Risk Scoring
Decomposition into systematic (market beta), unsystematic (idiosyncratic), and fidelity (manager-specific) risk components
Fair Value Mapping
Risk-adjusted return metrics overlaid with sensitivity analysis for committee-ready valuation reports
Quantitative valuation toolkit
From risk quantification and return modeling to LP-ready valuation documentation
Gross Risk Estimator
Continuous stream from discrete data
Portfolio View
Consolidated risk and return surfaces
Scenario Engine
Country index overlays and sensitivity
Exports
Committee-ready valuation reports
Trusted by PE and VC leaders
In illiquid assets valued using our risk-adjusted quantitative framework with full IFRS 13 compliance
Bring quant precision to your valuations
Join leading PE and VC firms using our platform for IFRS 13 compliant, auditor-validated fair value estimates
Private equity, venture capital, and investment fund analytics
FineIT supports private equity, venture capital, and alternative investment managers with Risk-Adjusted Valuation for illiquid portfolios, VaR@99 and simulated beta for unlisted assets, Monte Carlo scenario analysis, performance attribution, and stress testing. The platform handles closed-end funds, evergreen structures, fund-of-funds, and direct co-investment portfolios.
Valuation capabilities include multiple-based comparable analysis with illiquidity premium overlays, DCF under multi-scenario macro overlays, NAV with waterfall distributions, and carry calculation. Risk analytics cover idiosyncratic beta estimation for unlisted equities, sector and geographic concentration, and portfolio-level VaR under historical and simulated approaches.
Model Validation services provide independent governance reviews for LP reporting, audit committees, and regulator submissions, aligned with BCBS 239 and SR 11-7 style validation frameworks. Clients span GCC, South Asia, East Africa, and UK-based managers.
Key facts
- Coverage: PE, VC, fund-of-funds, co-investment, evergreen structures
- Valuation methods: multiples, DCF, NAV waterfall, illiquidity premium overlays
- Risk metrics: VaR@99, simulated beta for unlisted assets, Monte Carlo stress scenarios
- Performance attribution: sector, geography, vintage, manager
- Model Validation: BCBS 239 and SR 11-7 aligned governance reviews
- LP-ready reporting: standard and custom templates
Frequently asked questions
How does FineIT value illiquid private equity investments?
Risk-Adjusted Valuation combines multiples-based comparable analysis, DCF under multi-scenario macro overlays, and an explicit illiquidity premium overlay calibrated to comparable liquid assets. Outputs support audit committee, LP, and regulator disclosure requirements.
Can FineIT compute VaR for a portfolio of unlisted assets?
Yes. VaR@99 is computed using a simulated beta approach that maps unlisted holdings to comparable liquid benchmarks, plus Monte Carlo scenario simulation for tail risk. Concentration risk, sector, and geographic stress are included.
Does FineIT support fund-of-funds and evergreen structures?
Yes. Fund-of-funds look-through, evergreen NAV roll-forward, waterfall distribution calculation, and carry computation are all supported. Multi-vintage and multi-strategy aggregation works on a single portfolio view.
What Model Validation services are available to PE clients?
FineIT Model Validation provides independent governance reviews aligned with BCBS 239 and SR 11-7 style frameworks, covering valuation models, risk models, and performance attribution frameworks. Outputs support LP due diligence, audit committee review, and regulator submissions.
Which LP reporting formats are supported?
Standard ILPA-aligned LP reporting templates are included, with custom templates available for bespoke investor requirements. Exports cover capital calls, distributions, NAV, IRR, TVPI, DPI, PME, and risk metrics.