In this webinar, ÌÇÐÄÊÓƵ experts examine the key forces shaping global credit markets, including US and European credit trends, emerging market sovereigns, GCC banks, and Middle East and Asian corporates. Logan Miller, Regis Chatellier, Pramod Shenoi, andÌýLakshmanan RÌýdiscuss the impact of geopolitical tensions, energy prices, interest rates, AI-driven debt issuance, and regional credit fundamentals, while highlighting investment opportunities across sovereign and corporate bond markets. The session also shares actionable trade ideas and portfolio positioning strategies to help investors navigate volatility and identify value across global fixed income markets.Ìý

In this webinar, ÌÇÐÄÊÓƵ experts examine key trends shaping the U.S. leveraged loan and high yield markets, including covenant developments, refinancing activity, liability management protections, and AI-related financings. Kerry Kantin, Jessica Reiss, and Scott Josefsberg discuss the growing divide between stronger and more challenged credits, the impact of the 2028 maturity wall, evolving portability and value leakage provisions, and the rise of data center financings.
The session also highlights recent market case studies and what they reveal about investor protections, market risk, and credit conditions. Watch to gain timely insights into the latest developments driving leveraged finance markets.

In this webinar, Covenant Review’s Q2 2026 update explores how European leveraged loan and high yield bond documentation continues to evolve amid record issuance volumes and a refinancing-driven market. Shoshanna Harrow and Ahu Yalgin discuss key documentation trends, including covenant flexibility, EBITDA addbacks, portability provisions, documentation flex, and the growing imbalance between borrower and lender negotiating power.

The session also examines emerging drafting risks, aggressive covenant structures, and ongoing liability management transaction litigation, including developments involving Selecta, Hunkemöller, and Serta. For credit investors and leveraged finance professionals, this webinar offers practical insight into where creditor protections are strengthening, where they are weakening, and the trends shaping European credit markets.

In this webinar, ÌÇÐÄÊÓƵ experts examine the outlook for emerging markets credit, focusing on the impact of geopolitical tensions, energy prices, inflation, and global growth on sovereign and corporate credit markets. Regis Chatellier, Zerlina Zeng, and Erick Vega discuss China’s economic outlook, the resilience of emerging market economies, evolving corporate credit fundamentals, and investment opportunities across Asia, Latin America, and the Middle East.
The speakers also explore AI-driven growth in Asia, funding conditions, credit market valuations, and regional risks while sharing their preferred investment themes and sector views. The discussion offers actionable insights to help investors identify relative value opportunities and make more informed credit allocation decisions in a complex market environment.

In thisÌýwebinar, theÌýÌÇÐÄÊÓƵÌýAPAC teamÌýdiscussÌýthe second-half outlook for Asia credit markets, examining how resilient market technicals, rate expectations, geopolitical developments, and investor flows are shaping opportunities across fixed income.ÌýÌý
Pramod Shenoi, Zerlina Zeng, Pius Xue, and Lakshmanan R share their views on preferred sectors, investment grade and high yield credit, recent issuer initiations, banking trends, AI-driven demand, private credit risks, and AUD bond markets. The discussion highlights actionable credit ideas and relative-value opportunities to help investors navigate an evolving market environment and position portfolios with greater confidence.Ìý

In this webinar, ÌÇÐÄÊÓƵ strategy team examine its 2H26 and 1H27 credit market outlook, exploring how resilient economic growth, elevated interest rates, inflation trends, and AI-driven optimism are shaping opportunities across global credit markets.
Winnie Cisar, Zachary Griffiths, and Logan Miller discuss the outlook for Fed and ECB policy, labor market strength, corporate credit spreads, fund flows, and positioning strategies across US and European investment grade and leveraged finance markets. The speakers also highlight key market risks, sector preferences, issuance trends, and portfolio allocation opportunities. Investors will gain actionable insights into navigating tight valuations, managing risk, and positioning portfolios for the evolving credit landscape over the next 12 months.

In this webinar, ÌÇÐÄÊÓƵ experts explore the outlook for the European special situations market, focusing on shifting credit stress, deal activity, and restructuring trends across leveraged finance. Luke Millar, Sandrine Bradley, and Alastair Gillespie introduce a new proprietary dataset tracking stressed and distressed credits, and use it to analyze evolving market conditions, including rising distress levels, muted deal flow, and the growing role of liability management transactions.
The discussion also highlights how macro events, covenant structures, and upcoming maturities could shape restructuring activity and investor outcomes. This session offers practical insights to help credit investors identify emerging risks and navigate opportunities in a more complex European market environment.

In this webinar, ÌÇÐÄÊÓƵ and leading industry experts examine the shifting dynamics of the US auto sector, focusing on how regulatory, geopolitical, and economic changes are reshaping industry trends, financing conditions, and production outlook. Todd Duvick, Karl Kruppa, Erin Keating, and Joe McCabe discuss slowing loan growth, rising delinquency and financing pressures, and how affordability challenges driven by higher interest rates, insurance costs, and monthly payments are influencing consumer behavior.
The panel also explores shifts toward hybrids over EVs, evolving supply and demand imbalances, and increasing competitive pressures from global players, including China. The session equips investors with a comprehensive view of credit risks, market opportunities, and key structural changes shaping the auto industry.

In this webinar, Mark Lightner, Winnie Cisar, Jory Eisenberg, Ian Feng, and Patrick Holohan provide a mid-year update on key trends shaping U.S. special situations, including liability management exercises (LMEs), distressed credit, and bankruptcy developments. The panel explores the macro backdrop driving elevated stress across leveraged finance markets, with higher borrowing costs, inflation pressures, and shifting monetary policy weighing on lower-rated issuers, while higher-quality segments remain more resilient. Sector themes across building products, software, healthcare, and telecom are discussed, alongside issuer-specific catalysts and the growing role of out-of-court restructurings as companies seek to extend runway through increasingly complex LME structures. The discussion also covers evolving documentation trends, including the rise of bespoke multi-step transactions, the limited adoption of new lender protections, and the continued importance of covenant flexibility. On the legal side, the panel reviews key litigation and Supreme Court cases impacting restructuring strategies, as well as developments in cooperation agreements and antitrust considerations. The webinar concludes with a detailed look at recent Chapter 11 activity, creditor dynamics, opt-in versus opt-out release debates, and ongoing disputes shaping the bankruptcy landscape in 2026.

In June Global Market Update webinar, the ÌÇÐÄÊÓƵ’ strategy and research teams discuss key drivers of global credit markets, including issuance trends, investor demand, and rate dynamics across the US and Europe. Winnie Cisar, Zachary Griffiths, and Logan Miller analyze market technicals and macro conditions, before Davis Hebert and Hunter Martin explore sector developments across media, telecom, and cable, including M&A, capital structures, and technology-driven risks. The session provides practical insights to help investors navigate market volatility and identify opportunities.