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For more information on speaking opportunities at the event, please contact Hannah Ogun at hannah.o@pei.group
08:55
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Hannah Ogunlowo, Senior Conference Producer, PEI Group
09:05
09:20
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- How should managers balance underwriting discipline, governance frameworks, and liquidity design to ensure resilience?
- How has the asset class handled former macro tests and how is it expected to perform against the current geo-political backdrop?
- How do investors think about risk, return and resilience with evolving inflation dynamics?
10:00
10:20
10:25
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- How do borrowers and sponsors arbitrage between the two over the cycle?
- How are the two financing channels responding to volatility, regulation and sponsor behaviour?
- Do LPs view both markets as complimentary tools or supplementary?
11:00
11:20
11:50
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- How are LPs engaging with differentiated asset-based finance strategies
- How does the risk profile compare to typical cash-flow direct lending?
12:30
13:30
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- How can managers address hidden risks before value erosion occurs
- How is AI changing the environment for software companies?
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- How are funds evaluating relative value across financing options such as mezzanine, senior debt, CLOs and unitranche structures?
- How does documentation quality, covenant discipline and recovery dynamics differ across the capital structure?
- How is risk across the capital structure being packaged for investors?
- Navigating private credit CLOs and growing investor interest
14:10
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- Retail investment and concerns in private credit
- Managing the liquidity illusion
- Education vs yield chasing
- Regulatory guardrails and valuation scrutiny
- Latest insights with ELTIF 2.0 and BDC redemptions
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- Assessing the trends driving the surge in credit secondaries and it’s diversification benefits
- How are GPs providing options to address investor liquidity needs?
- What are LPs looking for in the liquid private credit segment?
15:20
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- Why should an allocator care about this sleeve in a Private Credit portfolio right now?
- Evolution of the Strategy: from a "wait for the crash" model to an "active engineering" model
- How does the current market structure look that benefits the distressed strategy?
- What is the outlook and where do managers see the most compelling opportunities?
15:55
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- How do investors underwrite private credit in a world of higher dispersion, slower exits and increased scrutiny around liquidity and governance?
- How are investors approaching risk amidst geopolitical fragmentation and volatility?
- Key considerations when integrating private credit into institutional portfolios
16:35
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- Building out a private credit allocation
- Manager selection in a competitive landscape
- Unlocking opportunities in Real asset debt
- Portfolios with Diversifying Strategies
- The role of family offices in private credit
- Opportunistic credit
- Private credit’s next big growth areas (e.g. ABL, portfolio finance)
- The energy transition opportunity
- How to include niche strategies in a portfolio
08:00
09:30
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- Reallocation trends across regions amongst global investors searching for yield and diversification
- How do spreads, deal opportunities, documentation terms differ across regions?
10:10
10:15
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- How are managers differentiating themselves in a competitive impact credit landscape?
- Key practical hurdles in executing sustainable investment strategies in the current market environment.
10:50
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- What Allocators Look for in Evolving Managers
- Do emerging managers truly represent a disproportionate source of risk or is the opportunity mischaracterized?
- How do LPs perceive sources of alpha across evolving and/or early-stage vs established managers?
- How to prove that you are a long-term, institutional-quality investment partner
11:25
11:55
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Our PDI Investment Committee takes a look at three investment case studies from leading GPs in this unique interactive format.
13:15
13:20
DACH
Forum
October 13-14, 2026
Hilton Munich City
Hilton Munich City