A New Lens on Private Credit: Factor-Based Risk for Total Portfolio Analytics

Private credit has become a fast-growing allocation for asset owners, offering diversification and return potential but also introducing unique risks that are often difficult to measure. Traditional approaches rely heavily on proxies or assumptions, which can obscure how private credit interacts with other asset classes in the portfolio. 

Join us on November 12 for an insightful webinar where MSCI experts will share a factor-based approach to analyzing private credit in the context of the total portfolio. We will introduce the new Private Credit Factor Model and show how it can complement our existing frameworks for private equity, real estate, and infrastructure.  

The session will include a demonstration of the model in practice, showing how purpose-built analytics can provide more accurate risk estimates and support improved risk budgeting and allocation decisions. 

Agenda 

• Opening Remarks: Why private credit is becoming central to institutional portfolios 
• Private Assets in the Total Portfolio: Integrating public and private markets in a unified risk framework 
• Introducing the Private Credit Factor Model: Design principles, factor structure, and data foundations 
• Model Demonstration: How the factor model can sharpen risk attribution and enhance risk budgeting 
• Q&A