Making Complex Scenarios Simple using Event-Driven Modelling in HyperVal

Running scenarios and sensitivities is essential for investment decision-making, yet in most spreadsheet-based models it’s very time-consuming, limited, and often avoided altogether.

In this 30-minute webinar, we’ll show how event-driven modelling in HyperVal makes complex scenario analysis dramatically simpler and faster.

Starting from a clean base model, we’ll demonstrate how you can instantly explore different scenarios, vacancy events, yield shifts, refinancing, capex, fund-level impacts, and more, all without rebuilding spreadsheet logic or creating different versions.

Because the model is built around events, each scenario comes to life: some events trigger, others don’t, and you can immediately see how those changes flow from unit → asset → fund.

You’ll learn practical techniques to:

• Set up sensitivities in seconds
• Explore multiple scenarios from a single base model
• Understand how events cascade through the model
• Assess the impact of rent changes, vacancy shocks, interest rate moves, and refinancing
• Build clearer, more compelling investment narratives

This walkthrough is designed for analysts, associates, asset managers, and anyone working with underwriting or forecasting.

You’ll walk away with a modern, event-driven approach to scenario planning, delivering far more insight with far less effort.