BVR Webinar Series: The Valuation of Private Debt: A Fair Value Update

BlueVal’s Partners Antonella Puca and Andreas Dal Santo present an update on the valuation of private debt investments, based on the guidance in the AICPA Guide on the Valuation of Portfolio Investments of Venture Capital and Private Equity Funds and Other Investment Companies, and other best practices. This webinar illustrates practical examples of how to set up a calibration model at the transaction date and how to update the model at subsequent measurement periods. In addition, Antonella and Andreas demonstrate how the Black-Scholes-Morton model and binomial lattice models can be applied to the valuation of distressed debt and bonds with option components.