Upcoming Webinar: Taming the Private Markets Data Beast: Solving for Valuation, Integration, and Reporting in Alternative Investments

Date: 7th October 2026
Time: 10:00am ET / 3:00pm London / 4:00pm CET
Duration: 50 minutes

Institutional activity in private markets has surged as organisations’ traditional investment theses have been upended by global economic volatility, geopolitical instability and fee compression. In their search for better risk-adjusted returns, they have found a rich seam of alpha from private equity and credit, real assets, venture and hedge funds, as well as esoteric instruments and digital assets.

In terms of technological provisioning, however, their entry into the markets has been an act of fitting a square peg into a round hole. Institutions are accustomed to the transparency and high levels of liquidity that exist among exchange-traded assets, which generate a plentiful supply of structured data.

The alternative space, however, is more opaque and less structured. Valuations are difficult to assess when deals are struck behind closed doors and rely more on judgement than acquired knowledge; combined, these hamper price discovery.

Without the ability to transform unstructured data into a form that their systems can ingest easily, institutions also find it challenging to integrate private market information into their multi-asset portfolio and risk engines.

And in the absence of full and accurate data, reporting to investors and regulators almost becomes an act of faith, hoping that the sparse information that is available or useable will satisfy their requirements.

These tests of organisations’ capabilities are not insurmountable. Sophisticated tools exist to help them prise and utilise the data they need from private markets. This webinar will examine how they can achieve that.

Our panel of experts will tackle topics including:

• How to reconcile the biggest sources of data inconsistency across private markets
• How to design and govern a single source of truth for valuations and cash flows when price discovery is infrequent and inputs vary
• Best practice validation frameworks for quantifying data quality
• The most effective data lineage and controls for managing model risk and ensuring explainability of valuation outputs
• Overcoming the data integration puzzle.

Speakers:

Jenn Giacobbe Global Head of Private Markets

LSEG

Moderator: Mark McCord Editor, Data Management Insight

A-Team Group

More about our speakers:

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