February 1-3, 2027
Loews Hotel, Miami BeachFloridakeyboard_arrow_right
Search & Filter keyboard_arrow_right
keyboard_arrow_left Hide
Summit and AGM Day - Private Debt and Structured Credit
keyboard_arrow_leftSearch & Filter
search
Streams
Formats
Summit and AGM Day - Private Debt and Structured Credit
search
Streams
Formats
Showing 1 of 1 Streams
Networking
8:00am - 8:50am
Registration and morning refreshments
Showing 2 of 2 Streams
Private Debt Summit
Structured Credit Summit
8:50am - 9:00am
Chair's welcome remarks
9:00am - 9:35am
Private credit allocation strategies: How institutional investors are navigating the current landscape
- What's driving the shift from liquid credit to illiquid private debt in institutional portfolios?
- How are investor mandates evolving in between private credit vs. traditional private placements?
- How are investors balancing regulatory capital requirements against yield pickup in private credit?
- Where do investors see value across direct lending, infra debt, and ABF?
- What is IG vs. non-IG balance distributions in portfolio construction?
- Are technology and AI playing an increasingly larger role in due diligence, risk management, and investment decisions?
9:35am - 10:05am
Deal flow in 2026 and the outlook for 2027: The private credit pipeline
Mapping the previous year’s deal flow across sector, volume, and investor appetite. What asset classes are the current market?
- Between sponsor-backed LBOs, non-sponsored corporates, or infrastructure projects, which borrower segments saw the most capital inflows in 2026?
- How are lenders competing on pricing terms, structure, and overall speed of execution?
- What is the state of the secondaries market for private credit assets and what are the expectations?
- Where is dry powder concentrated and how quickly is it being deployed with respect to current market trends?
10:05am - 10:40am
Perspectives from around the industry: Debating private credit's trajectory
The private credit ecosystem is complex and evolving fast. What does each stakeholder see as others miss? Where do their interests align and where do they diverge?
- What origination strategies are working and which have become commoditized?
- How do you separate signal from noise when evaluating fund managers?
- What makes private credit attractive versus traditional bank financing or capital markets?
- How are deal structures becoming more sophisticated to balance risk and return?
- What emerging risks is each constituency watching most closely?
10:40am - 11:10am
Morning break and networking
11:10am - 11:45am
Direct lending meets real asset finance: Blurring lines between sponsor-backed deals and infrastructure capital
Middle market lending and infrastructure debt are converging as GPs chase yield and diversification. What does this mean for underwriting, pricing, and portfolio construction?
- How are direct lenders moving into infrastructure and infrastructure investors moving into corporate credit?
- What underwriting differences matter most between cash flow volatility, asset tangibility, and regulatory exposure?
- Where is competition most intense and where are lenders still earning outsized returns?
- What happens when infrastructure assets underperform (workout strategies vs traditional corporate restructuring)?
11:45am - 12:20pm
Subscription lines, NAV lending, and asset-backed strategies: The specialized finance playbook
Fund finance and asset-backed lending require different skill sets than traditional corporate credit. What separates winners from losers in these technical markets?
- How has the subscription line market matured and where is pricing headed?
- What makes NAV lending riskier and how are lenders managing valuation uncertainty?
- How do asset-backed strategies fit into broader private credit portfolios?
- Where are structural protections strongest and where are lenders taking on hidden tail risk?
- How do fund finance lenders think about GP relationships versus pure credit fundamentals?
12:20pm - 12:30pm
Chair's closing remarks
8:50am - 9:00am
Chair's welcome remarks
9:00am - 9:35am
Inside the buy-side playbook: How institutional investors are allocating to structured credit in 2027
- How are insurance companies balancing capital charges against yield pickup in structured credit?
- What due diligence frameworks are used for esoteric ABS versus traditional CLOs?
- How do investors assess collateral quality, servicer risk, and structural protections?
- Where are investors finding alpha: primary market, secondary market, or distressed structured credit?
- What role does technology (data analytics, AI-driven underwriting) play in investment decisions?
9:35am - 10:05am
Mapping the structured credit pipeline: Where are deals coming from and where are they going in 2027?
Breaking down deal flow by sector, vintage, and investor appetite. What asset classes are driving issuance? How are origination channels evolving? What does the forward calendar look like?
- How was issuance tracking in 2026 across ABS, CLOs, and whole business securitizations?
- What sectors are seeing the most deal flow: consumer ABS, equipment finance, esoteric ABS, or CLOs?
- How are origination channels shifting?
- Where are pricing spreads tightest/widest across structured credit sectors?
10:05am - 10:40am
The structured credit evolution: How debt capital markets are bridging traditional securitization and direct lending
As structured credit grows beyond traditional ABS/CLO boundaries, how are investors, agents, and rating agencies adapting? What hybrid structures are emerging? Where does structured credit fit in the broader private debt ecosystem?
- How is structured credit redefining risk-adjusted returns in the current environment?
- What role do private placement structures play in securitization versus traditional 144A offerings?
- How are credit enhancement mechanisms evolving?
- Where are investors finding the best relative value: CLOs, ABS, whole business securitizations, or hybrid structures?
- How do rating methodologies differ between public securitizations and private structured credit?
10:40am - 11:10am
Morning break and networking
11:10am - 11:45am
Asset-backed securities 2.0: From consumer finance to esoteric collateral, what's driving the ABS boom?
ABS issuance is surging across consumer loans, equipment finance, and esoteric assets. What collateral types are gaining traction? How are underwriting standards evolving? What risks are investors underpricing?
- How is consumer ABS performing in the current interest rate environment?
- What esoteric ABS sectors are emerging: solar loans, BNPL, whole business securitizations, royalty-backed deals?
- How are servicer quality and operational risk being priced into deals?
- Where are structural innovations happening: revolving structures, prefunding mechanisms, or credit enhancement?
- How do ABS deals in private placements differ from public offerings?
11:45am - 12:20pm
CLO market dynamics: Navigating manager selection, risk, and the hunt for yield
CLOs remain a cornerstone of structured credit. How are managers differentiating strategies? What risks are embedded in covenant-lite portfolios? How is the CLO refinancing wave playing out?
- How are CLO managers adapting to a maturing leveraged loan market?
- What role does manager track record play in investor selection?
- How is covenant-lite loan exposure affecting CLO credit quality and recovery assumptions?
- Where are investors finding value?
- How are CLO refinancings and resets affecting investor returns?
- What regulatory changes are shaping CLO structures?
12:20pm - 12:30pm
Chair's closing remarks
Showing 2 of 2 Streams
Networking
PPiA AGM
12:30pm - 5:00pm
Meetings and networking
1:30pm - 5:00pm
PPiA AGM
For PPiA members only
Showing 1 of 1 Streams
Networking
5:00pm - 5:15pm
End of PPIF 2027 – See you next year!
Get the Latest Event Updates
Sign up to get the latest event updates and information.
Filter
Streams
Formats