At a Push of a Button: Private Asset Data and Risk Analytics Working Together - Part II: Private Credit
Agenda
Presented by guest speaker Mike Medvinsky, President and Founder of Nedelma, Inc. and Emilian Belev, CFA, ARPM, Northfield's Director, ERM Analytics.
This is the second in a series of three webinars that will demonstrate how Northfield works with partners to close the workflow cycle from data acquisition to actionable analytical reports.
In the past, we have discussed in detail our multi-faceted approach to modeling the risk-return characteristics of private assets like commercial real estate, private credit, and private equity. One aspect that our users have always been conscious about is how the unstructured or semi-organized data they have access to can be brought to the level suitable to serve as an input to our analytics.
We have recently launched a collaboration with the software firm Nedelma that addresses this pain point for our clients. In this context, we demonstrate how using Nedelma's flagship tool Amalfi™, a private asset investment team can transform raw documents data into a streamlined feed that enables the modeling of private assets and generating risk reports in our multi-asset class analytics system NEXUS.
As some useful background, Amalfi™ is a platform that aggregates and visualizes data from multiple sources, including internal systems, transactions, documents and online sources. It supports multi-language and multi-currency capabilities and consolidates information into a central data warehouse, with customizable aggregation frequency. The platform also supports dynamic reporting and data visualization, drill downs to the underlying data, cross validations with the underlying documents and historical data analysis. Amalfi™ offers automated data reconciliation, letting users set custom thresholds and notification rules. It also processes unstructured data, such as PDFs and websites, transforming it into usable insights that can be integrated with structured system data. It can be hosted on client’s premises or client’s clouds.
About Mike Medvinsky
Mike Medvinsky is President and founder of Nedelma, Inc, an award-winning software product company that offers products in the financial and other industries. He is also a former management committee member of NY Alternative Investment Roundtable.
Mike was instrumental in creating Nedelma's document processing, analytics, reporting and other products. He has presented on some of these topics at financial industry events.
Mike is a holder of CFA Institute Claritas® Investment Certificate.
Prior to founding Nedelma, he has held senior technology positions at Goldman Sachs, UBS, GE Capital and Priceline Webhouse.
About Emilian Belev
Emilian Belev has led the research and development of Northfield's Enterprise Risk Analytics. The range of models under his responsibility includes equity and fixed income, currency, interest rate, and credit derivatives, structured products, directly owned real estate, private equity and infrastructure. Emilian is also responsible for designing an integrated framework for all asset classes to be analyzed in a coherent, accurate, and economically intuitive fashion.
Emilian has introduced various innovative methodologies in the areas of convertible bonds modeling, MBS path dependency, efficiency of numeric derivative pricing algorithms, credit risk analysis, infrastructure investments, and directly owned real estate, and private equity. Emilian has presented on some of these topics at various industry events in North America and Europe.
Prior to joining Northfield, Emilian was with State Street Global Advisors. Emilian is an actively involved CFA, holder of the Certificate in Advanced Risk and Portfolio Management, a member and founding member of respectively QWAFAFEW Boston and QWAFAFEW Toronto, a member of the PRMIA expert advisory group for Market Risk, a winner of the 2013 Professional Risk Management International Association award for New Frontiers in Risk Management, and recipient of the 2015 American Real Estate Society award for Best Practitioner Research.