How are the lines blurring between private credit and securitisation, looking at ABF, structured leverage, risk transfer, and capital markets execution; and what does this mean for market structure and scale?
How are private credit managers using structured funding tools e.g. warehouse lines, NAV facilities, forward-flow agreements and securitised structures, to support portfolio growth and capital efficiency?
How are banks re-engaging with private credit markets – as structurers, lenders and risk distributors – and what does this mean for the evolving relationship between banks and private credit managers? 
Who is ultimately providing capital to these structures? How are insurers, asset managers and other institutional investors assessing transparency, governance and reporting in structured private credit vehicles? 
As securitisation techniques increasingly underpin private credit financing, will these structures remain specialist tools or become a core part of the market’s long-term funding architecture?