Fixed income ETFs are growing rapidly and influencing liquidity, price formation and spread behaviour, particularly in high yield and credit. Passive flows are moving markets faster and increasing transparency across portfolios, reinforcing the interplay between active and passive strategies within the fixed income ecosystem.

This session will focus on how PMs are adjusting portfolio construction and liquidity planning to navigate and capitalise on both active and passive dynamics, better anticipate flows, access liquidity more efficiently and capture opportunities, while protecting performance and maintaining discipline in a more flow-driven environment.

Capital is flowing across public and private credit, blurring traditional boundaries between the two markets. As private credit faces growing scrutiny over valuations, defaults and fund liquidity, risk can migrate between structures, pricing signals can diverge, and liquidity characteristics can shift as capital reallocates.

This session will explore how CIOs are managing allocations across public and private credit to improve yield capture while preserving flexibility, transparency and portfolio resilience.

Fixed income markets are increasingly influenced by ETF flows, index construction and transparency. In some segments, passive exposure offers efficiency and liquidity. In others, dispersion and structural inefficiencies favour active management. 

This session will examine how CIOs are assessing market conditions, liquidity profiles and risk concentration to determine where active management adds value and where passive exposure delivers greater efficiency and control.  

AI tools are increasingly used to support idea screening, risk analysis and portfolio modelling. Their effectiveness depends on data quality and governance. 

This session will examine how investment teams are embedding AI into workflows to improve insight while maintaining accountability and control.  

As private credit allocations grow, performance increasingly depends on underwriting standards, valuation discipline and portfolio monitoring. Rising refinancing pressure, increasing defaults and greater scrutiny of valuations are making risk harder to assess, particularly where price discovery remains limited and marks are infrequent.

This session will explore how PMs are strengthening selection, improving reporting transparency and stress-testing private credit exposure to protect returns and preserve long-term portfolio resilience.