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Synthetic, but Solid: SRT Investor Perspectives

09 Jun 2026
P1-15
Track D

A deep dive into how investors analyse and price SRT risk, including underlying portfolio composition, loss assumptions, structural features and capital efficiency; how SRT fits within broader structured credit portfolios; and how investors are adjusting return expectations, risk tolerance and allocation in response to macro and regulatory developments.

Chairperson
Leanne Banfield, Partner - Linklaters
Speakers
Luca Paonessa, Lead Portfolio Manager - PGGM
Moritz Ruhdorfer, Managing Director - ArrowMark Partners
Thomas Docters van Leeuwen, Executive Director ABS & Bespoke Syndicate - ABN Amro Bank
Charis Edwards, Portfolio Manager - Orchard Global Asset Management
Matthew Moniot, Co-Head of Risk Sharing - Man Group
View all Global ABS 2026
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