The resilience of credit: market dynamics and outlook

Join us for our upcoming webinar, where we will tap our deep well of data for insights into the credit markets in 2025 and beyond. As an asset class, credit has shown remarkable resilience in the face of higher rates, refinancing costs, and heightened geopolitical risk. Spreads are trading at historically tight levels, leaving many investors questioning if they are receiving adequate compensation for the risk they are taking. In the webinar, we will explore:

• The drivers of spread compression in corporate credit (bonds and synthetic)
• Regional divergences – will US exceptionalism continue, or will Europe make a comeback?
• Relative value across sectors and capital structure
• Risks to speculative grade credit – HY bonds, leveraged loans/CLOs, and cost of hedging

The credit market is at an important juncture. Will spreads tighten further this year, or is a correction overdue? Will technical factors continue to drive performance, or will the “higher for longer” rate trajectory cause a spread reversal? Join us on March 27 to discuss these key themes and other topical questions.