Who is Afraid of Construction Risk? Infrastructure Debt Portfolio Construction


Authors
Frédéric Blanc-Brude and Omneia R.H. Ismail

Research Organisation
EDHEC-Risk Institute

Report Date
July 30, 2013

Document summary

This paper is the first of a series discussing the opportunity for long-term institutional investors such as pension funds, insurance companies and sovereign wealth funds, to invest in large portfolios of infrastructure debt, both to manage their liabilities and to minimise their exposure to capital market volatility. The analysis focuses on project finance debt since it represents the bulk of existing and, in all likelihood, future infrastructure debt.
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