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BLKAPOCore thesis · 5/5Save idea

Private credit faces a systemic valuation reckoning

The bear case argued is that the private credit and private equity markets are facing a severe, systemic valuation correction as illiquid assets are marked down from par to zero.

The argument

The guest argued that private markets are structurally inferior to public markets due to a lack of daily transparency and valuation lags. He pointed to BlackRock's sudden markdown of a $25 million loan to zero as a sign of systemic underwriting and valuation issues that will continue to emerge.

The thesis, stress-tested
✓ What validates it
  • More frequent and sudden loan markdowns by major asset managers
  • Banks reporting losses on private equity and private credit exposures in upcoming quarterly earnings
▸ Risks discussed
  • Private equity managers have a conflict of interest to delay write-downs to protect their management fees
  • Non-bank financial institutions lack government backstops in a liquidity crisis
Hear it yourself
"One of the headlines, that you flagged this week too, BlackRock marks down a $25,000,000 loan from a 100¢ to zero in just three months. So it makes me wonder, like, how how how is one, how is that even possible?"
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BLK: Private credit faces a systemic valuation reckoning · Zortix