Summit and AGM Day - Direct Lending and Structured CreditWednesday, 3 February 2027

• What's driving the shift from liquid credit to illiquid private debt in institutional portfolios?
• How are investor mandates evolving in between private credit vs. traditional private placements?
• How are investors balancing regulatory capital requirements against yield pickup in private credit?
• Where do investors see value across direct lending, infra debt, and ABF?
• What is IG vs. non-IG balance distributions in portfolio construction?
• Are technology and AI playing an increasingly larger role in due diligence, risk management, and investment decisions?

Mapping the previous year’s deal flow across sector, volume, and investor appetite. What asset classes are the current market?

• Between sponsor-backed LBOs, non-sponsored corporates, or infrastructure projects, which borrower segments saw the most capital inflows in 2026?
• How are lenders competing on pricing terms, structure, and overall speed of execution?
• What is the state of the secondaries market for private credit assets and what are the expectations?
• Where is dry powder concentrated and how quickly is it being deployed with respect to current market trends?

The private credit ecosystem is complex and evolving fast. What does each stakeholder see as others miss? Where do their interests align and where do they diverge?

• What origination strategies are working and which have become commoditized?
• How do you separate signal from noise when evaluating fund managers?
• What makes private credit attractive versus traditional bank financing or capital markets?
• How are deal structures becoming more sophisticated to balance risk and return?
• What emerging risks is each constituency watching most closely?

Middle market lending and infrastructure debt are converging as GPs chase yield and diversification. What does this mean for underwriting, pricing, and portfolio construction?

• How are direct lenders moving into infrastructure and infrastructure investors moving into corporate credit?
• What underwriting differences matter most between cash flow volatility, asset tangibility, and regulatory exposure?
• Where is competition most intense and where are lenders still earning outsized returns?
• What happens when infrastructure assets underperform (workout strategies vs traditional corporate restructuring)?

Fund finance and asset-backed lending require different skill sets than traditional corporate credit. What separates winners from losers in these technical markets?

• How has the subscription line market matured and where is pricing headed?
• What makes NAV lending riskier and how are lenders managing valuation uncertainty?
• How do asset-backed strategies fit into broader private credit portfolios?
• Where are structural protections strongest and where are lenders taking on hidden tail risk?
• How do fund finance lenders think about GP relationships versus pure credit fundamentals?