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