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The Sand Hill
Risk Management Package
Covering All the Bases

Originally designed for use by banking industry regulators, the Sand Hill Risk Management Package bundles our Venture Capital offerings (the Sand Hill Index of Venture, the Preliminary Monthly Index of Venture and the GARCH Forecast of Volatility) into one package at reduced subscription rates.

Institutions that need not just performance metrics but also more comprehensive risk forecasts and tools can take advantage of the full suite of Sand Hill’s current products. With the transparency that Sand Hill’s metrics provide, industry participants (including regulators, risk managers and banking capital managers) are no longer consigned to use unrealistic back-of-the-envelope estimates of risk and value.

Subcription Description
A yearly subscription to this package is $4,500 and includes:

The Sand Hill Index® of Venture
Included in graph and spreadsheet format for 4 industry categories plus the overall market are annual returns, market capitalization, new money invested and cash-out to investors. Published quarterly. (value $2,500)
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The Sand Hill GARCH Forecast of Volatility
Use this volatility metric to predict the variance of venture. Published quarterly. (value $1,000)
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The Sand Hill Preliminary Monthly Index of Venture
For the impatient user who wants to be on top of the results before they are reported, Sand Hill produces preliminary monthly returns on its own index, which is updated at the end of each quarter. Published monthly. (value $1,500)
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Subscribe by calling (650) 462-8700 or

Basel II
As the international regulatory bodies, through the BIS (Bank for International Settlements), continue to develop the principles for banks to assess the adequacy of their capital, many firms may find it important to develop more rigorous, model-based assessments of their portfolio risks than they have used previously. Because Sand Hill has developed risk metrics that are compatible to VAR modeling, banking firms can, for the first time, include their private equity portfolios in their comprehensive capital adequacy modeling.

 

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