Specialist Summits Day
How are rates and inflation reshaping collateral, covenants and the performance of ABL in Europe? How are valuations and recovery timelines evolving in the current environment? Where are LPs finding the most compelling risk-adjusted returns in ABL strategies, and how are GPs aligning structures to deliver through the cycle?
Which asset pools are LPs favouring for resilience and risk‑adjusted returns in today’s market? How should LPs think about portfolio construction across ABL strategies to balance yield, liquidity and downside protection? Which criteria matter most for LPs when evaluating manager quality, data discipline and performance history in ABL?
How are rates and persistent inflation impacting leverage, pricing and structures in mid‑market deals across Europe? What does the looming refinancing wave mean for sponsors and direct lenders in the mid‑market, and where are the pinch points? How do the risk/return profiles compare between the upper and lower market segments?
How are emerging managers differentiate themselves in a crowded mid-market through sector specialism, speed and creative structuring? Which fundraising strategies are delivering for first‑time funds and smaller managers? What do LPs prioritise when weighing allocations to emerging managers versus established firms in the mid-market?
How has LP appetite and GP deployment in real-estate debt evolved over the past 12 months across senior, mezzanine and whole-loan strategies? In volatile markets, how does the asset-backed structure of real-estate debt enhance downside protection and capital preservation? Which European sectors and geographies are proving most resilient, and where are the most compelling opportunities in the current market?
Where do European CLOs fit within a private markets portfolio today, and how does CLO equity complement direct lending, opportunistic credit and secondaries? What is the outlook for private credit CLOs versus broadly syndicated loan CLOs in Europe, in terms of collateral quality and expected returns? What trends are shaping investor demand for European structured credit?
How are mid-market GPs evolving their structural terms, such as PIK toggles and co-investments, to maintain strong yield alignment with LPs? With borrower leverage remaining complex, how are mid-market lenders innovating maintenance covenants and covenant-lite structures to protect downside risk? How are deal structures being adapted to handle the unique tax, currency, and multi-jurisdictional enforcement risks found in fast-growing regions across Europe?
How is increased European defence spending creating new loan opportunities for mid-market suppliers? Where are lenders finding the cleanest risk-adjusted returns in commercial aerospace, dual-use technologies and traditional defence maintenance and logistics? How are GPs navigating the complex ethical boundaries of defence lending, and how are LPs shifting their ESG exclusion frameworks to accommodate national security assets?
What makes music royalty streams compelling for allocators in today’s environment? How should investors assess and price the risk–return of royalty-backed financings? How is LP and GP appetite for media, entertainment and healthcare royalties evolving, and how is this shaping structures, covenant packages and expected yields?
How is European healthcare performing against persistent inflationary pressures, particularly regarding rising clinical staff wages and specialized supply chain costs? Are LPs viewing healthcare allocations purely as a defensive, recession-proof hedge, or are they pushing GPs to back higher-growth, higher-risk tech-enabled healthcare models? Where are the absolute best risk-adjusted opportunities across European healthcare?
Are significant risk transfer and synthetic securitisation trades a durable source of ABF yield for LPs? What is the realistic liquidity profile and exit pathway for private SRT exposure? What structural features make SRTs an increasingly attractive, data-rich alternative for LPs looking to diversify away from traditional corporate cashflow debt?
This exclusive closed door discussion group is only open to banks, corporate investors, development finance institutions, endowments, foundations, insurance companies, investment consultants, pension funds, RIAs, single family offices, sovereign wealth funds and wealth managers subject to qualification.
To enquire, please email alex.raeside@informa.com
Where are the most attractive risk-adjusted returns today across core infrastructure, transportation and aviation? How are macroeconomic factors, such as fuel costs and supply chain pressures, impacting these sectors? In hard-asset lending, how do underwriting standards and portfolio monitoring adapt to residual value exposure?
What makes the Benelux mid-market structurally unique compared to the rest of Europe, and how do its high corporate transparency and distinct local banking cultures alter the risk profile for incoming funds? How are regulatory shifts and local bank consolidation across the Netherlands and Belgium accelerating adoption of private credit? Which local industries, like digital infrastructure and logistics, are generating the most attractive returns?
How is today’s macro backdrop influencing deployment pace, pricing and risk appetite in venture debt? Where are the most attractive opportunities in Europe right now in terms of sectors and geos? How should LPs and GPs position venture debt within broader portfolio construction and allocation frameworks?
Where are the most compelling, risk‑adjusted opportunities across European data centres and fibre today, and how do they compare with other ABF collateral pools? How should lenders underwrite power availability and grid connection risk, and what covenants best protect against delays or curtailment? What are the most dependable collateral pools in digital infrastructure?
What is driving the sudden shift in investor sentiment towards southern, central & eastern Europe, and are LPs viewing them as temporary yield plays or permanent portfolio anchors? How are strict local bank capital regulations across Italy and Spain creating a lucrative vacuum for mid-market funds? How is the massive wave of industrial near-shoring turning manufacturing hubs in Poland and Romania into a prime target for mid-market debt?
Why are global LPs increasingly targeting the Nordic mid-market? How are Nordic managers utilizing advanced ESG data metrics and sustainability-linked pricing to satisfy LPs while protecting mid-market yields? How are mid-market funds structuring non-sponsored deals for founder-owned businesses in the Nordics to unlock premium yields?