The private equity industry has lacked tailored methods and data to provide true insight into value-at-risk, with available approaches borrowed from other asset classes not entirely suitable to private equity. Built in partnership with leading academic research, eFront VaR is the first ever product to address these issues through simulated NAV and cash flow scenarios using a proprietary bottom-up value-at-risk model for single deals and funds. Leverage eFront VaR’s bottom-up simulation and granular data to turn risk management into a value enhancing strategy.