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The 2025 Debt Markets Conference

Uncover the real picture behind Europe’s debt landscape: Insights. Strategy. Connection.

Date: 25 November 2025 | Time: 08:30-17:00 UK Time | Location: Central London

In today’s uncertain credit environment—defined by rising defaults, shifting deal terms, and new sources of liquidity—the need for market intelligence and peer dialogue has never been greater.

The Redcliffe Debt Markets Conference brings together senior professionals from across the European debt ecosystem for a one-day, high-impact event in London. Covering the full spectrum of debt products—private credit, syndicated loans, high-yield bonds, asset-based lending, real estate debt, distressed debt and restructuring—this conference is designed to equip participants with the insights and perspectives they need to succeed in volatile markets.

Attendees will hear directly from market leaders at top advisory firms, law firms, lenders, and borrowers. Each session is focused on practical deal insights, current trends, and the outlook across sectors. Structured to promote both learning and networking, the day includes technical panels, deal focused presentations, and open discussion of the most pressing issues facing the market today.

Conference Agenda

08:30–09:00: Registration & Coffee

09:00–09:10: Chairman’s Welcome (10 mins)

  • Introduction to the day’s themes: credit tightening, rate volatility, shifting deal terms
  • Housekeeping and acknowledgments

Morning Sessions

9:10–09:45: Private Credit – The Rise Continues

  • Growth in direct lending: banks retreat, funds advance
  • Investor demand, dry powder, and borrower flexibility
  • Risk appetite and covenant trends
  • Outlook: sustainability of growth and potential tipping points

9:50–10:25: Syndicated Loans – Trends & Challenges in a Volatile Market

  • Loan issuance trends and lender syndicate behaviour
  • Impact of CLO markets and regulatory pressures
  • Club deals, hold-levels, and structural shifts
  • Credit quality concerns and default preparation

10:25–10:45: Coffee Break

10:45–11:20: High-Yield Bonds – Opportunities Amid Rising Defaults

  • Market update: issuance, spreads, and refinancing pressures
  • Risk-adjusted returns and default outlook
  • Sector trends: distressed clusters and safe havens
  • Structuring refinancings and new money deals

11:25–12:00: Asset-Based Lending – Liquidity Solutions in Tightening Markets

  • The role of ABL in current conditions
  • Borrowing base dynamics and lender controls
  • Sector applications (retail, manufacturing, logistics)
  • Deal structures: standalone vs combined with cashflow lending

12:00–13:30: Lunch

Afternoon Sessions

13:30–14:10: Panel Discussion – Navigating Uncertain Markets: Borrowers, Lenders & the Battle Over Terms

Moderator: Michael Dance

Panellists:

  • Leveraged Finance Lawyer (Alex Griffith, Proskauer)
  • Private Credit Fund Manager (Alex Griffith to suggest)
  • Sponsor-Backed Borrower or In-House PE Debt Specialist
  • Debt Advisory Professional

14:15–14:50: Real Estate Debt – Navigating Value Shifts, Refinancing Risk & Structural Change

  • The refinancing wall: maturing loans and falling valuations
  • LTV constraints and cap rate adjustments
  • Sector stress vs resilience
  • Who’s lending: debt funds vs banks vs insurers
  • Practical approaches to repricing and recapitalisation

14:50–15:10: Tea Break

15:10–15:45: Distressed Debt – Risks, Returns & the New Opportunity Set (not sure about this maybe replace with “Technology’s Role in Debt Markets: AI, Fintech, and Beyond”)

  • Default trends and sector hotspots
  • Strategies: loan-to-own, special sits, and trading fulcrum positions
  • Legal complexity: navigating the capital stack
  • Private credit’s role in distressed financing

15:50–16:25: Restructuring Strategies & Developments – How Are Lenders Responding? (Note: timing could be extended here if required) [Houlihan Lokey]

  • Triggers and market signals
  • Tools and tactics: amend-and-extend, priming, new money tranches
  • Intercreditor dynamics and legal innovation
  • UK vs US approaches
  • Real-world case examples

16:25–17:00: Chairman’s Wrap-Up & Closing Remarks (Note: this is quite long for wrap up but gives us some leeway to accommodate delays in hand-over)

Who Should Attend

  • Private Credit Fund Managers - To assess risk appetite, pricing trends, and syndicate behaviour; to benchmark strategy against peers.
  • Corporate Borrowers & Treasurers - To understand lender expectations, term trends, and the shifting debt landscape.
  • Investment Bankers / DCM / Leveraged Finance Professionals - To gain insight into deal structuring, market liquidity, and refinancing options.
  • Debt Advisory Professionals - To explore new instruments, blended structures, and evolving lender preferences.
  • PE Funds / Portfolio Company CFOs - To evaluate financing options for acquisitions and recapitalisations in a tighter market.
  • Lawyers (Banking, Restructuring, High Yield) - To stay updated on legal innovation in structuring, intercreditor mechanics, and cross-border challenges.
  • Distressed Investors / Special Sits Professionals - To assess where real opportunity is emerging in credit stress and restructuring.