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. 

In this insightful webinar, MSCI experts share a factor-based approach to analyzing private credit in the context of the total portfolio. We also 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 includes 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.