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Gottschalg Analytics - Workshops IPEM Paris 2025
Workshops IPEM Paris 2025 - Free Workshops
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Workshop: Based on HEC PE Research: “The Performance Impact of Fund Level Credit Lines and what to do about it”
Thursday, 25th September from 09:00-09:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Joint Workshop with Preqin
Fund Level Credit Lines are top of mind of GPs and LPs alike these days. Recent HEC research shed light on their distortive impact on IRR performance statistics and offers practical solutions. During this interactive workshop, available to LPs and GPs in a closed-door setting under Chatham House Rules, Prof. Oliver Gottschalg of Gottschalg Analytics will discuss:
Facts about the economic impact of bridge facilities
Why one needs to be worried about the impact of bridge facilities on IRR performance measures
How the PERACS Rate of Return metric provides a powerful option to dramatically reduce this problem
Attendees will also have the opportunity to ask questions about the data and methodology behind the research, and join the debate around the practical implications of these research findings.
Workshop: “What is the likely impact of “Liberation Day” and other sources of Economic Policy Uncertainty on PE? And what are the implications for LPs and GPs”
Thursday, 25th September from 10:00-10:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
If one thing is certain in 2025, it is that not much is certain: we are living in times of elevated uncertainty in general and Economic Policy Uncertainty (EPU) in particular. This workshop tries to provide an empirical answer to question of what to expect for Private Equity (PE) in 2025 in terms of the implications of greater Policy Uncertainty
Workshop: “Background on HEC Paris Dow Jones PE Performance Rankings”
Thursday, 25th September from 11:00-11:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Since 2009, HEC Paris and DowJones have joined forces to publish regular rankings of PE Firms based on their historic performance and expected future competitiveness respectively. Coverage in early years was focussed on the large buyout segment. As more data became available, the scope was broadened to include various buyout size segments, growth and venture capital strategies and primary and secondary fund of funds. This workshop will outline the data and the method behind the rankings and address related questions from attendees.
If you are a GP and your firm was not featured in this year’s rankings, you can follow-up by sharing the relevant data (under NDA) with the team at HEC Paris and obtain a confirmation letter with your score.
Workshop: “Empowered by AI: advanced Cash Flow Forecasting and Commitment Pacing for LPs”
Thursday, 25th September from 12:00-12:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Next to manager selection, commitment pacing is the key driver of portfolio returns for LP. This is increasingly challenging given the use of credit facilities and the fluctuations in the pace of drawdowns and distributions. We present a machine learning empowered approach to make a quantum leap in the accuracy of cash flow predictions and discuss practical applications.
Workshop: “Looking Beyond DPI - How to gain insights from the unrealized portfolio into the capabilities of fund manager”
Thursday, 25th September from 13:00-13:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Performing due dilligence these days means dealing with one if not two prior funds without any meaningful exit activity. This calls for methods able to detect fund manager skill absent any distributions. Drawing on the PERACS analytical toolkit we present and discuss five such approaches and show how they help distinguish luck from skill.
Workshop: “How to demonstrate in an objective and data-driven fashion to founders, top executives and employees of a target company that you are the best possible acquirer for their business? The Gottschalg Analytics PE Value Creator Score”
Thursday, 25th September from 14:00-14:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
The Value Creator Score is an aggregate metric developed by Gottschalg Analytics that measures the inherent skill of a GP’s stewardship for a specific deal during the acquisition process. The metric allows sell-side stakeholders to quantitatively evaluate the GP across five key dimensions covering performance, strategic capabilities, and risk.
Workshop: “Background on PERACS Alpha on the Bloomberg Terminal – Public Market Equivalent Masterclass”
Thursday, 25th September from 15:00-15:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Joint workshop with Bloomberg
This seminar on Public Market Equivalent (PME) models we will perform a live demo of the Bloomberg PME Module functionality (PERACS Alpha, PME+, GEM IPP, KS-PME, Direct Alpha) with a deeper dive on the PERACS Alpha methodology. The goal of the PME models is to allow you to benchmark your private equity funds to the public markets, answering the question "What would my return have been if I invested the same cash in the Public Stock Market instead of Private Equity?"
Attendees will also have the opportunity to ask questions about the data and methodology and join the debate around the practical implications on a live demo.
Workshop: “Risk adjusted Returns in PE – everyone talks about them, but how can you measure them really ?
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Thursday, 25th September from 16:00-16:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
This workshop will provide theoretical foundations and empirical support for a novel approach to measure risk adjusted returns in PE which makes it possible to identify likely future outperformers with unprecedented reliability.
Workshop: “Understanding value creation at the LP Portfolio level”
Friday, 26th September from 9:00-9:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Through their fund commitment choices, LPs in general (and fund of funds in particular) take decisions which have important implications for performance outcomes. Yet it is difficult to identify how exactly decisions are impacting return attributes, risk characteristics and downside resilience of a fund portfolio. Our advanced and data driven analytics shed lights on these important issues and make it possible to directly isolate and quantify the value add of portfolio design in private equity.
Workshop: “Aren't we all a little bit Top Quartile? The advantages of looking for "best in class" GPs instead”
Friday, 26th September from 10:00-10:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
In a world where everyone claims top quartile status (somewhere, somehow ...), we propose a superior and data driven way to identify a relevant peer group of funds for a meaningful return comparison and demonstrate the superior ability to identify persistent performers through this approach.
Workshop: “Machines at the gate: private markets allocators get ready to be disrupted by AI-Based Decision Making”
Friday, 26th September from 11:00-11:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
This workshop shows how machine learning can transform private equity investing by serving as an “algorithmic allocator” in fund selection and secondary stake valuation. Using proprietary datasets and predictive models, ML can simulate past fundraising events, identify features that best forecast fund performance, and calibrate allocations for superior outcomes. Case studies show significant improvements in TVPI and DPI when allocations are adjusted algorithmically, generating billions in added value. In secondaries, ML identifies inefficiencies in pricing—where transaction prices show little correlation with future multiples—creating arbitrage opportunities. By systematically analysing GP strategy, scale, diversification, and positioning, ML delivers more accurate fund valuations, enabling LPs to manufacture superior returns.
Workshop: “PERACS ILPA Calculator” LPs only
Friday, 26th Sept from 12:00-12:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
We invite LPs to a dedicated workshop and tutorial session on the ILPA PERACS Calculator. It will highlight the methods behind the Calculator’s functionality, run through several use-cases of the Calculator and give you the ability to discuss any questions or comments you have in a group of peer users.
Workshop: “Let’s talk about Risk: How to identify distinct skills to mitigate risk and guide companies through economic trouble in a GP’s track record”
Friday, 26th Sept from 13:00-13:30
Palais des Congrès, Meeting room 203 / Level 2 / Right Mezzanine
Many PE fund managers claim they are able to mitigate investment risk, but such a claim is tricky to demonstrate/validate as the discussion of risk is often reduced to the loss ratio. We present two complementary measures based on which distinct risk management skills of fund managers can be identified in the investment track record
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