Working with Northern Trust and with data from about 1,500 funds of different asset classes and vintages from the last fifteen years from Northern Trust's database, we built a model to forecast capital calls.
To do a forecast, we need the following data from the customer:
- Commitment date for each fund
- Dollars committed for each fund
- Dollars called-to-date far for each fund
- Dollars distributed-to-date for each fund
- Category (venture, buyouts, debt, fund-of-fund, real estate) for each fund
From this the model can generate an expected amount to be called plus ranges of reasonable variation from the forecast.
The model can forecast capital calls for your entire portfolio, for each of your fund categories (venture, buyouts, etc), and for individual partnerships, and can also incorporate anticipated new funds.
You can come to us for help forecasting capital calls, or if Northern Trust is your custodian, you can go to them.