Jefferson Monastoque

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.

Institutional investors are struggling to make apples-to-apples comparisons across public bonds, syndicated loans, and private direct lending due to fragmented data infrastructure. With portfolio complexity rising and CIOs demanding consolidated risk and return visibility, now is the time to modernize the credit data stack—before allocation decisions are hampered by blind spots.