Anita Karppi

With inflation trajectories unsettled, duration risks rising, and liquidity conditions shifting, Europe’s top CIOs are rethinking how, and where, they deploy capital across public and private credit markets. From recalibrating fixed income allocations to optimising portfolio resilience, these leaders are navigating a complex macro and market environment while balancing risk, return, and stakeholder expectations.

In this high-level discussion, we will unpack the asset class priorities, structural preferences, and risk frameworks guiding today’s most sophisticated allocators. We will look at positioning portfolios for the year ahead, communicating strategic shifts, and capturing opportunities across an evolving credit landscape.

Structured credit solutions, including private credit CLOs, NAV lending, and asset-backed finance, are rapidly reshaping capital deployment across Europe and the U.S. This panel will explore the strategic drivers, evolving investor demand, and key structuring innovations fuelling this growth.

Gain clear insights into how to incorporate structured credit into diversified portfolios, enhancing both risk management and return potential.

Credit markets are entering a new phase where the lines between active and index strategies are becoming increasingly blurred. Smarter indices, enriched by real-time pricing and inventory data, are reshaping the toolkit for investors seeking both liquidity and precision in fixed income allocation. Meanwhile, technology is enabling a new generation of credit products that expand access without compromising performance. 

This session will explore how smarter data, evolving index design, and product innovation are expanding investor access to credit markets globally and what this means for balancing liquidity, transparency, and long-term returns.