Why You Should Attend
Private market allocations are growing, but the ability to measure performance and manage risk between official valuation cycles has not kept pace. Traditional quarterly reporting leaves significant gaps in visibility, limiting investment teams’ capacity to make timely, informed decisions.
This session explores how nowcasting techniques and daily NAV index construction are helping firms develop a more current, consistent view of private market performance – bringing private assets closer to the analytical standards of public markets.
Drawing on Rimes’ data management expertise and MSCI’s index capabilities, we will examine how organizations can enhance transparency, strengthen governance, and enable more dynamic portfolio insights across public and private assets. We’ll also highlight recent developments such as MSCI’s loan-level indexes, which introduce an additional lens for performance attribution, helping investors better understand the underlying drivers of returns and risk.
The webinar is ideal for investment professionals, data managers, risk and compliance leaders, and analytics teams looking to modernize how they monitor, report, and govern private market exposures.
What to Expect
- An overview of why traditional valuation cycles are no longer sufficient and what the shift toward more frequent private market insights looks like in practice
- A deep dive into nowcasting — what it means in a private markets context and how firms are using proxy data and models to estimate interim performance
- An exploration of daily NAV index construction: the methodologies, benefits, and considerations around data quality and model governance
- A perspective on how loan-level data and indexes can enhance transparency in private credit, moving beyond fund-level reporting to deliver holdings and loan level insight, and more precise attribution of performance and risk
- A walkthrough of the data management foundation required to support nowcasting and daily NAV approaches at scale — including standardization, classification, and validation
- Practical implications for investment monitoring, client reporting, and risk management
- A live Q&A session where attendees can ask questions directly to the speakers
Meet the Speakers
Patrick Walsh
Head of Foundational Data , RimesPatrick serves as the Head of Foundational Data at Rimes, overseeing efforts to ensure vendor source data is ready for use and supports the company’s various services across data domains. Patrick has over two decades of experience in the financial data industry, leading product innovation and customer-focused projects. He began his career in 1997 and has worked with companies like Thomson Financial and Standard & Poor’s before joining Rimes in 2004.
As Global Head of Content Management at Rimes, Patrick manages over 700 relationships with data providers and is responsible for bringing on 100 new providers each year. He has built Rimes’ content function from the ground up, setting the gold standard for data management and driving the development of new ESG solutions.
Jason Amoratis
Vice President, Private Asset Index R&DJason develops Private Credit-focused index products and research for MSCI. He has 10 years of experience in corporate credit strategy and research, previously working as a corporate credit research strategist with BofA Global Research, and prior to that focusing on data-driven strategy and research for BofA’s corporate credit portfolio. Jason has a MSc degree in Quantitative Finance from GA Tech.
Ryan Powers
Vice President, Private Asset Indexes, MSCIRyan Powers plays a key role in leading global distribution for MSCI’s Private Assets Index business, working closely with clients and distribution partners across the investment ecosystem. He helps shape go-to-market strategy and represents the MSCI index brand in discussions around private asset benchmarking and index innovation. Prior to joining MSCI, Ryan spent four years at Preqin, which was acquired by BlackRock. He is a CFA® charterholder.