Shifting spread dynamics, refinancing pressures and changing liquidity conditions are forcing the industry to reassess how capital is allocated across public and private credit markets. Recent market developments; including widening scrutiny around valuation practices, growing secondaries activity, redemption pressure in evergreen structures and increased focus on downside protection are increasing the need for more dynamic and flexible portfolio construction frameworks across the credit landscape.   

*Strictly off the record – No press allowed *

Disconnected legacy systems, fragmented data environments and inconsistent reporting standards continue to limit how effectively firms can assess liquidity risk, portfolio concentrations and cross-market exposures across public and private credit. As portfolios scale and become more interconnected, firms are facing growing pressure to centralise data environments and build more integrated analytics frameworks that can support dynamic stress testing and enterprise-wide portfolio oversight.  

As competition intensifies across traditional direct lending markets, investors are increasingly looking towards CLOs, asset-backed securities and structured credit opportunities to access differentiated sources of return. At the same time, changing issuance trends, evolving regulation and growing institutional demand are reshaping opportunities across securitised markets. 

This session will examine how investors are using structured credit to enhance portfolio resilience and improve risk-adjusted returns. Panellists will discuss where they see the most attractive opportunities, how structured credit compares with private lending and how securitised markets fit within broader credit allocation frameworks.