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

• How are insurance companies balancing capital charges against yield pickup in structured credit?
• What due diligence frameworks are used for esoteric ABS versus traditional CLOs?
• How do investors assess collateral quality, servicer risk, and structural protections?
• Where are investors finding alpha: primary market, secondary market, or distressed structured credit?
• What role does technology (data analytics, AI-driven underwriting) play in investment decisions?

Breaking down deal flow by sector, vintage, and investor appetite. What asset classes are driving issuance? How are origination channels evolving? What does the forward calendar look like?

• How was issuance tracking in 2026 across ABS, CLOs, and whole business securitizations?
• What sectors are seeing the most deal flow: consumer ABS, equipment finance, esoteric ABS, or CLOs?
• How are origination channels shifting?
• Where are pricing spreads tightest/widest across structured credit sectors?

CLOs remain a cornerstone of structured credit. How are managers differentiating strategies? What risks are embedded in covenant-lite portfolios? How is the CLO refinancing wave playing out?

• How are CLO managers adapting to a maturing leveraged loan market?
• What role does manager track record play in investor selection?
• How is covenant-lite loan exposure affecting CLO credit quality and recovery assumptions?
• Where are investors finding value?
• How are CLO refinancings and resets affecting investor returns?
• What regulatory changes are shaping CLO structures?

As structured credit grows beyond traditional ABS/CLO boundaries, how are investors, agents, and rating agencies adapting? What hybrid structures are emerging? Where does structured credit fit in the broader private debt ecosystem?

• How is structured credit redefining risk-adjusted returns in the current environment?
• What role do private placement structures play in securitization versus traditional 144A offerings?
• How are credit enhancement mechanisms evolving?
• Where are investors finding the best relative value: CLOs, ABS, whole business securitizations, or hybrid structures?
• How do rating methodologies differ between public securitizations and private structured credit?

ABS issuance is surging across consumer loans, equipment finance, and esoteric assets. What collateral types are gaining traction? How are underwriting standards evolving? What risks are investors underpricing?

• How is consumer ABS performing in the current interest rate environment?
• What esoteric ABS sectors are emerging: solar loans, BNPL, whole business securitizations, royalty-backed deals?
• How are servicer quality and operational risk being priced into deals?
• Where are structural innovations happening: revolving structures, prefunding mechanisms, or credit enhancement?
• How do ABS deals in private placements differ from public offerings?