The Definitive Risk Conference

Explore how the private credit landscape is evolving and bringing new challenges in valuation, risk management, and regulatory oversight. This session delivers expert insights on navigating transparency, illiquidity, and increased governance oversight—empowering leaders to seize opportunities while managing risk in a complex and maturing market.

The global financial risk environment is increasingly shaped by a combination of policy shifts, trade interventions and geopolitical conflicts, with asymmetric impacts transmitted across regional economies, trade flows, industries, commodities and loan or investment portfolios. 

For financial institutions and supply chain-exposed businesses, the challenge is two-fold: identifying relevant risk events and whether and how these risks materially translate into credit deterioration, supply disruption and cost volatility. This session introduces an integrated approach to monitoring a holistic set of global risk signals and assessing their potential impact on macroeconomic performance, trade, industry health, and probabilities of default at both sector and loan-product level. By linking forward-looking risk assessments to credit metrics and exogenous exposures, the discussion highlights how organizations can strengthen early-warning capabilities, improve scenario design, and better anticipate stress across portfolios, investments and operational expenditures before materializing in financial results.

Amir Sadeghi, Associate Director, Consulting, S&P Global Market Intelligence

Uncover the hidden vulnerabilities redefining supply chain governance. This session empowers decision makers to identify critical vendors, assess emerging threats—from cyber-attacks and regulatory failures to logistics disruptions and geopolitical rivalries—and implement robust mitigation strategies. Through real-world examples and actionable insights, participants will learn how to leverage data and automation to embed resilience, proactively manage risks, and strengthen supply chain integrity in an era of increasing complexity.

Chris Rogers, Head, Supply Chain Research, S&P Global Market Intelligence

When markets move on headlines, credit teams and investors still need to move on judgment. Credit risk teams, DCM desks, and fixed income investors are under pressure to interpret event risk quickly — not just in terms of ratings, but what it means for market risk, valuations, credit spreads, curve dynamics, and relative value — while ensuring decisions remain consistent, explainable, and defensible.

Bringing together S&P Global Ratings’ forward‑looking perspective on financing conditions, geopolitics, and refinancing risk, we show how integrated research, scenarios, and analytics can be embedded directly into everyday credit and fixed income workflows. This includes understanding how events can translate into spread repricing, curve shifts, volatility, and changes in asset valuations, across sectors and issuers — without slowing teams down or weakening governance.

This session challenges traditional approaches to third-party risk management and focuses on building resiliency through forward-looking third party risk intelligence—helping organizations identify early warning signals and anticipate disruption rather than simply react.