Quantitative risk intelligence for private equity portfolios.
J-curve-aware, multivariate fat-tailed cash-flow models for evaluating downside risk, upside potential, and regime sensitivity across US private equity portfolios, aiming LP portfolios stress-testing, LP-interest lending collateral quality evaluation, IC- and board-reporting, and more.
Expansion
+12.4%
Volatility: Low
Base Case
+7.1%
Volatility: Medium
Stress
-4.8%
Volatility: High
The problem
Private equity portfolios do not behave like public-market portfolios.
Cash flows are path-dependent, illiquid, vintage-sensitive, and highly regime-dependent. Static NAV views and normal-return assumptions miss the risks lenders and LPs care about most.
Modeling engine
J-curve-aware simulations across market regimes.
The engine projects capital calls, distributions, NAV evolution uncertainty, and cash-flow volatility using factor-conditioned stochastic cash-flow behavior rather than generic benchmark assumptions.
Factor sensitivity heatmap
Stress impact by portfolio characteristic
Simulation paths
50k+
Validated data
US PE
Use cases
Decision support for lenders, LPs, allocators, and risk teams.
LP NAV Lending
Evaluate PE portfolio collateral quality, liquidity coverage, and downside cash-flow risk for LP-interest lending.
What-If Allocation
Model the impact of adding new funds by vintage, sector, size, or manager quality.
Stress Testing
Quantify cash-flow volatility and tail outcomes under recessionary, liquidity-constrained, or denominator-effect regimes.
Portfolio Construction
Balance diversification, capital-call clustering, vintage exposure, and expected distributions over time.
Secondary Pricing Support
Estimate probabilistic future cash-flow distributions to support LP-interest valuation and transaction diligence.
IC & Risk Reporting
Produce decision-ready reports for lenders, LPs, investment committees, risk teams, and boards.
Outputs
Institutional-grade reports and Agent-built interpretation support.
Each analysis translates model outputs into lender-ready and IC-ready exhibits: cash-flow forecasts, scenario comparisons, downside percentiles, liquidity gaps, and portfolio-specific risk drivers.
7.1%
-14.6%
1.2x
18.3%
Data advantage
Built on algorithmically processed and human-verified historical cash flows.
The edge is cash-flow-level granularity: cleaned, normalized, verified, and tagged across market regimes for the US private equity market.
Understand liquidity risk before markets do.
Get in touch or grab the sample report to see how regime-aware PE cash-flow analytics can support collateral evaluation, stress testing, and portfolio decisions.