Dynamic Forecasting

UNLOCK THE POWER OF YOUR DATA

The Solovis Dynamic Forecasting Analysis Suite offers a set of advanced modeling tools for analyzing the impact of future cash flows, transactions, and changes in underlying exposure. The suite includes a Projection Model that allows you to forecast cash flows and growth of any asset, and is complemented by a What-If Scenario Engine, allowing you to analyze the impact of a set of user defined scenarios on the portfolio. Together, these modules are powerful modeling tools that offer investment teams a framework for understanding the landscape of potential outcomes they face.

THINK OF IT AS A POWER TOOL THAT SHREDS UNCERTAINTY

Projection Modeling

Our Projection Modeling gives you the power to build Private Equity Models in addition to including other asset classes, allowing you to view the portfolio in its entirety.

Private Equity Modeling:

Analyze and model future cash flows on illiquid investments utilizing underwriting assumptions, budgets and/or the Yale model in the context of Private Equity and the whole portfolio.

  • Allows operational staff to project capital calls, distributions, and growth of NAV for a fund or a user-defined classification of funds.For example, assign a specific model to Real Estate Private Equity Funds and a separate model for Venture Funds.
  • Plan and project capital commitments into weeks, months, and years. Help plan overall commitments and allocations not just to Private Equity as an asset class, but to specific areas of the J-curve where you want to be allocated, for example, across asset class, geography, or manager.
  • True forward looking model.

Hedge Funds and other Marketable Assets:

Allows you to project growth rates and flows for other asset types as well. Now you can make projections across the entire investment universe.

what-if analysis

Our What-if Analysis module allows you to test trades and strategies, helping guide strategic decision making and portfolio planning.

  • Analyze the effects of trades, cash flows, subscriptions, redemptions, calls and distributions on liquidity, exposure, and other analytical guidelines.
  • Ability to explicitly state projected transactions to view the impact across holdings, funds, asset types or the entire portfolio.
  • Back-test the impact of trades to see what the effect would have been on the portfolio.

Questions These Modules Answer:

  • What do your future capital calls and distributions look like on a fund-by-fund basis or on an asset class basis

  • How much capital should you commit in order to achieve a specific overall allocation to private investments over a specific time period so that your unfunded commitments are overall NAV stay within a certain risk tolerance?

  • How will a set of specific transactions across your portfolio, including direct securities, private equity, and hedge funds, affect your portfolio and asset allocation?

  • What effects will change in underlying risk exposure have on performance and risk?

  • If you had invested in a fund or set of funds in the past, how would that compare to how your portfolio actually performed over that period of time?