CLO investor roundtable – A selective ‘safe haven’?

scheduleApril 21st, 2026, 16.30 BST

Loan Market Dynamics and Asset Spread Outlook

The panel analyses what could cause leveraged loan spreads to reprice. Peter Polanskyj observes a bifurcated market where fundamentally challenged loans are repricing while the broader market remains tight, driven by persistent yield demand. Shiloh Bates notes that redemption pressure in private credit BDCs and interval funds may slow loan demand growth and potentially widen spreads, while reduced LBO activity from software sector concerns could constrain new loan supply, creating a structural mismatch.

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