Manager outlooks, explainers and podcasts on direct lending, asset-based finance, BDCs and evergreen credit funds. Selected by our editors.
30 videos and podcasts · new this week: 7
The episode examines loan maturities, manager differentiation and areas beyond direct lending, which are central to how private credit managers describe risk and opportunity. It offers a manager's view of underwriting and patient capital as the asset class enters what the description calls its next chapter.
It offers a practitioner view on asset-based private credit outside standard corporate lending, including how one lender frames obsolescence risk and collateral expertise. It also speaks to family office motivations for direct deals and co-investment.
Advisors who use or evaluate private credit and BDC exposure may want to hear how a bond-focused BDC ETF is positioned relative to better-known equity BDC products. The episode also discusses lockups and fees in non-traded BDCs and interval funds, which are practical considerations for allocators comparing access routes.
It offers a fixed income manager's framing of rates, duration and credit selection at a time when the description says yields may allow meaningful income without extending far out the curve. It also addresses how public and private credit compare, which bears on how advisors judge whether risk is being compensated.
It is short-form educational content from a platform provider, useful as a plain-language explainer to share with clients or staff who are new to alternatives. Advisors should note the source is an alternatives platform, so the framing reflects that vantage point.
It offers a manager's account of how an insurance-backed asset owner structures a secondaries programme, including the build-versus-partner decision and the underwriting layers involved. The comments on where competition is concentrated in plain vanilla deals, and on structuring demands in more complex transactions, speak to how private credit secondaries capacity is being allocated.
It is a compact run-through of one research house's positioning views across equities, rates and credit, framed around stock selection mattering more as risks build. The segment on rising yields and private credit strains may be useful context for advisors thinking about fixed income and private credit exposure in client portfolios.
It gives allocators a direct look at how one advisory firm frames cyclicality in direct lending and sizes evergreen vehicles within a private credit book. McNeal also describes the diligence complacency he sees when headline returns look comfortable, and what he wants from a manager's first meeting.
It offers an institutional LP's view of private credit manager selection, including how spin-out track records and operational diligence are assessed. That perspective may be useful to wealth professionals evaluating private credit managers or evergreen structures.
It is a rare on-the-record account of how a large, well-funded pension is thinking about cashflow-driven allocation and the illiquidity premium, framed around concrete manager-selection questions rather than generalities. The discussion of stalled PE funds and credit versus equity in the same company is useful framing for anyone discussing private-markets liquidity with clients.
For wealth professionals allocating to private markets, the discussion covers private credit opportunities, digital infrastructure and manager selection. The material is grounded in a manager’s view of themes shaping private markets.
The item gives a manager's view of a specialist private credit area and of how real assets allocations may shift across property, hospitality and infrastructure. It also touches on direct lending conditions and the firm's structure across private markets.
It offers a view from an OCIO seat on how large investors are treating evergreen fund structures after gating events, a question that also sits behind the evergreen and semi-liquid products reaching wealth clients. The segments on AI-related exposure, insurance regulation and client-type differences give context on where institutional demand in private credit is shifting.
It gives a manager-side view of the reporting and valuation questions LPs are pressing on, which is useful context for allocators and advisors evaluating private credit funds and their operations. The discussion of fragmented loan data and covenant monitoring is a concrete example of what due diligence on a credit manager's systems can cover.
It offers a manager-research framework for assessing credit managers, which is directly relevant to allocators comparing public and private credit strategies. The segment on evergreen and tender-offer structures addresses gating provisions and investor understanding of what they own.
The episode touches on concentration risk, diversification and the operational checks used before adding newer products such as private credit funds. It also discusses how tax-managed equities and fixed income can factor into taxable portfolio changes.
Advisors allocating to private credit, particularly through semi-liquid vehicles, are working through questions about underwriting quality and redemption terms that the episode lists directly. The chapter on manager selection and the segment on rate hikes speak to the due-diligence and portfolio-construction decisions advisors face with the asset class.
It gives allocators and advisors a manager's framing of the questions currently attached to private credit — underwriting quality, software exposure, semi-liquid redemption limits and rates — in a year when the description says fundraising for closed-end vehicles nonetheless hit a record. Useful as background for client conversations about private credit exposure and for comparing against other ma
For wealth professionals assessing private credit exposure, the episode focuses on what distinguishes asset-backed finance from corporate credit and on the underwriting, structure and manager-selection issues the speakers raise.
New manager videos, podcasts and our own private credit stories on My Desk and in your morning edition.
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