News from the Front Line – A closer look at DPI: mezzanine and distressed debt strategies (1/2)

eFrontNews from the Front Line – A closer look at DPI: mezzanine and distressed debt strategies (1/2)

Apr

28

April 28 , 2016 | Posted by eFront Solutions |

News from the Front Line – A closer look at DPI: mezzanine and distressed debt strategies (1/2)

Following our previous analysis looking at the deployment of mezzanine and distressed debt funds in the context of the 2008 global financial crisis, we now look at the other side of the coin – distribution profiles, using the same sample of funds. From the perspective of effective portfolio construction and stress-testing, the extremely volatile conditions of the financial crisis provide risk managers with an intriguing scenario on which to test hypotheses.

By way of example, and using the powerful analytics solutions available from Pevara, we discover some surprising trends and correlations relating to distressed and mezzanine funds. Moreover, our analysis even points towards certain evolved characteristics of mezzanine funds that are not entirely in line with conventional wisdom.

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