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VERSION:1.0
CALSCALE:GREGORIAN
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PRODID:CMD Portal www.cmdportal.com
BEGIN:VEVENT
CREATED:20260530T054503
DESCRIPTION:6th Annual European Leveraged Capital Markets event\n  Date: We
 dnesday 16th October 2024\nRegistration: 13:00\nPanel Discussion Starts: 1
 4:00\nVenue: Chartered Accountants Hall\, One Moorgate Place\, London EC2R
  6EA\n Events Radar's European Leveraged Capital Markets in-person event\,
  now in its 6th year\, will convene an expert panel to review activity and
  sentiment across the market's sub-segments. The panel will take the curre
 nt pulse of the market\, discuss the multiple factors driving deal flow an
 d performance\, and look ahead to 2025.\n What have been the stand-out mom
 ents and transactions of the European leveraged finance market year-to-dat
 e? How is market sentiment as we head to US presidential elections and to 
 year end and beyond? What have been the key underlying drivers of activity
  in the European leveraged loan and high-yield bond markets? Where do we s
 tand on LBO activity\, and CLO formation? And how has the leveraged asset 
 class performed YTD?\n First Speakers confirmed:\n Gauthier Reymondier\, P
 artner\, Bain Capital\n Youssef Khlat\, Deputy Global Head\, Leveraged Fin
 ance\, Credit Agricole\n Sabrina Fox\, Chief Executive\, European Leverage
 d Finance Association\n Arthur Van Schie\, Head\, UK Loan Distribution Gro
 up\, ING Bank\n Richard Meehan\, Managing Director\, Pemberton Asset Manag
 ement\n \n Other key talking points:\n ESG-specific regulations and levera
 ged finance: how can data disclosure be improved?\n AI and its effects on 
 the leveraged finance market and its stakeholders.\n Exploring creditor-on
 -creditor violence: a jurisdictional comparison across Europe and the US.\
 n Are investors getting adequately compensated to engage with this market?
 \n Recovery rates on European rated first-lien-only debt structures in def
 ault scenarios fell below historical averages earlier in 2024. Should the 
 market be concerned\, particularly in a covenant-lite world and with debt 
 structures lacking second-lien and mezzanine layers?\n How are speculative
 -grade default rates looking?\n Transparency and legal understanding of co
 venants.\n Exploring the private credit/syndicated market interplay.\n Dem
 ocratisation of private credit: impact of the opening of the asset class t
 o retail investors.\n \n Once again moderated by Keith Mullin\, the event 
 will convene an expert panel from across the market to review in interacti
 ve mode the key areas of market interest.\n Speaker & Sponsorship opportun
 ities are now available\, please email: enquiry@eventsradar.co.uk\n https:
 //www.bondradar.com/events/forthcoming_events/36 \n 
DTEND;VALUE=DATE:20241016
DTSTAMP:20260530T044503Z
DTSTART:20241016T140000
LOCATION:London\, United Kingdom
ORGANIZER:mailto:CMDportal
SEQUENCE:0
SUMMARY:6th Annual European Leveraged Capital Markets event
UID:ef898b1a-4f0f-4e1b-87d0-cda3f99cde61
URL:https://www.bondradar.com/events/forthcoming_events/36
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