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.  

As rate cycles mature and refinancing pressure builds, credit markets are showing greater dispersion between resilient and vulnerable issuers. Macro uncertainty is adding further volatility to funding conditions, while liquidity dynamics and restructuring risk are becoming more important to performance.

This session will examine how investment teams are adjusting sector exposure, strengthening credit selection and managing downside risk as the credit cycle evolves.

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.