James Wolstenholme

This panel will explore how front-office teams are confronting fragmented and incomplete data across origination, underwriting, and risk management. Learn how asset managers and allocators are navigating opaque borrower-level data, inconsistent deal terms, and missing performance benchmarks to improve portfolio insights and alpha generation.

The distinction between public and private credit markets is increasingly blurring, leading to a more integrated financial landscape. This convergence necessitates the adoption of integrated data and allocation models to enhance credit pricing and investment strategies. This panel will provide insights into navigating this evolving environment, focusing on leveraging comprehensive data analytics and developing allocation models that effectively bridge public and private credit investments, thereby optimizing portfolio performance in a converging market.

Private credit has long been synonymous with illiquidity—but that’s starting to change. In 2025, innovations like tokenization and exchange-traded structures are gaining traction as viable solutions to enhance liquidity, transparency, and secondary trading optionality. This session explores how firms are leveraging these tools to expand access, manage portfolio risk, and meet evolving investor demands.