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Contagion risk mounting in private credit

The guest argued that systemic risk is rising in the private credit market, with signs of contagion beginning to spill over into broader credit markets.

The argument

She noted that investment-grade bond flows recently turned negative shortly after high-yield and leveraged loan disruptions emerged. Additionally, she highlighted that major banks are reclassifying commercial loans into shadow-bank categories, signaling hidden leverage and regulatory opacity.

The thesis, stress-tested
✓ What validates it
  • A continued negative trend in investment-grade bond flows
  • An increase in high-profile defaults or restructurings within private credit portfolios
▸ Risks discussed
  • Intervention by regulators or central bank liquidity injections could temporarily mask or delay credit defaults
Hear it yourself
"Investment grade bond flows were positive for the month month of March. Twenty four hours later, there's Morgan Stanley reporting that investment grade bond flows had turned negative."
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MS: Contagion risk mounting in private credit · Zortix