Christakis Georgiou

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.

The once-clear boundaries between syndicated loans, high yield, and direct lending are breaking down, with different regions approaching convergence in unique ways. In the U.S., private credit is intersecting with liquid markets through securitisation and bank retrenchment. In Europe, regulatory reform and bank disintermediation are spurring semi-liquid and structured solutions. Across Asia, private credit is filling financing gaps in infrastructure and SMEs, often through cross-border capital flows. 

This session will explore how regional trends, regulatory frameworks, and investor demand are driving convergence globally and what that means for allocation, risk management, and product innovation.