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2.1 Introduction

Index Objectives

The EDHECinfra Broadmarket Private Debt Indices measure the market-value-weighted performance of the private debt instruments issued by infrastructure corporates and project companies globally, as defined in the Unlisted Infrastructure Universe Standard.

Index Family

  • Infra100 Private Debt indices: measure the performance of the 100 latest senior debt instruments issued by the private infrastructure companies in any given market segment

  • EDHECinfra Broad Market Private Debt Index: measures the performance of performance of unlisted debt investments in corporates and project companies in the global infrastructure market.

  • EDHECinfra Broad Market Private Project Finance Debt Index: measures the performance of performance of unlisted debt investments in project companies only, in the global infrastructure market.

  • EDHECinfra Advanced Economies Broad Market Private Debt Index: measures the performance of performance of unlisted debt investments in corporates and project companies in advanced economies, as defined in the Unlisted Infrastructure Universe Standard.

Other weighting schemes are also available including equal weights and a maximum cap on index weights.

The EDHECinfra Broadmarket Private Debt Index Index also has sub-indices following the TICCS® segmentation of the universe, including by major business models and industrial activities as depicted in the table below. 

Table 1: Broadmarket Private Debt Index Family*

*Industrial and business risk classes are described in the TICCS® taxonomy

Supporting Documents

This methodology can be supplemented by several documents providing detail with respect to the definition of the universe and its constituents and treatment and validation of the data and calculations described below. These documents include:

Documentation

Link

The Infrastructure Company Classification Standard - TICCS®

TICCS®

The EDHECinfra Unlisted Infrastructure Universe Standard 

Universe Standard

The EDHECinfra Data Collection Standard

4.1. Data Collection Standard

The EDHECinfra Unlisted Asset Pricing Methodology

Asset Pricing Methodology Standard

The EDHECinfra Credit Risk Methodology Standard

Credit Risk Methodology Standard

This methodology was created by EDHECinfra to measure the performance with respect to the reference universe defined for this index family. Any changes to or adjustments of this methodology are made in the sole judgement and discretion of EDHECinfra so that the indices continue to achieve their objective.

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