As private credit matures into a larger and more interconnected asset class, secondary markets are becoming increasingly important in supporting portfolio optimisation, capital formation and liquidity management. Growing transaction volumes, evolving trading infrastructure and increased institutional participation are reshaping how firms manage exposures, access opportunities and respond to changing market conditions. 

This session will examine how secondaries are evolving from a tactical liquidity tool into a critical component of the broader private credit ecosystem. Panelists will discuss how they are using secondary solutions, market infrastructure and portfolio trading strategies to improve flexibility, enhance pricing discovery, and support more efficient capital deployment across public and private credit markets.