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 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?
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?
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?
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?