FSB raises alarm over private credit vulnerabilities - FT中文网
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FSB raises alarm over private credit vulnerabilities

Warning that banks may find it difficult to manage risks comes a day after HSBC disclosed $400mn hit
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{"text":[[{"start":7.75,"text":"Private credit’s opacity, high levels of debt and rising default rates are creating vulnerabilities that risk amplifying stress in the event of a crisis, the global financial stability watchdog warned."}],[{"start":20.15,"text":"The rising participation of retail investors and growing interconnections between the fast-growing market and mainstream finance added to the threat, the Financial Stability Board said in a report, with the $2tn industry “untested” in a deep economic downturn."}],[{"start":35.849999999999994,"text":"Although banks’ direct lending to private credit funds was “relatively small” at less than 0.5 per cent of their total assets, the watchdog warned a “web of interlinkages may create challenges for banks in effectively managing their direct and indirect risks”. "}],[{"start":52.099999999999994,"text":"Data gaps made it hard to oversee the sector, the FSB said, with the watchdog’s secretary-general John Schindler acknowledging that it could not even put a precise figure on the size of the private credit market. "}],[{"start":66.05,"text":"Figures from members indicated it had grown to between $1.5tn and $2tn by the end of 2024, Schindler said. US private capital giant Apollo likes to describe it as “a $40tn market”. "}],[{"start":79.7,"text":"The report came a day after HSBC disclosed it had taken a $400mn hit through its lending to a private credit fund, which people familiar with the matter said was Apollo’s asset-backed lending unit Atlas SP."}],[{"start":93.8,"text":"HSBC’s exposure underlines investor jitters about the influx of private credit lenders and whether they may have eroded underwriting standards, with the potential for defaults to ripple across the financial sector. "}],[{"start":106.14999999999999,"text":"Writing in the FT, Andrew Bailey, governor of the Bank of England and FSB chair, drew attention to the “significant interlinkages” of private credit with banks, asset managers, insurers and private equity, adding these “multiple layers of leverage” required “deeper scrutiny”."}],[{"start":123.19999999999999,"text":"The FSB, which brings together the world’s leading central bankers, finance ministers and regulators, said it would carry out further work on several areas of private credit, including its connections with other parts of the financial system and potential liquidity mismatches."}],[{"start":137.85,"text":"“This report is an important first step,” Schindler told reporters. “However, several areas merit further analysis.” "}],[{"start":145.6,"text":"Debt levels have been rising at private credit borrowers and have reached 5 to 6 times earnings before interest, tax, depreciation and amortisation, it said. But it warned this may be “understated” and end up closer to 7 times after excluding adjustments to earnings figures."}],[{"start":164.75,"text":"“There are some preliminary signs of rising defaults in private credit,” the report said. Some studies show “outright defaults” apply to only 1 per cent of private credit borrowers, but after including restructuring deals known as “selective defaults” this rises to about 5 per cent."}],[{"start":179.95,"text":"The FSB also highlighted concerns about the flood of retail investors into semi-liquid funds — which allow them to withdraw money at set intervals, subject to fund-level caps — and whether they truly understood the risks involved. "}],[{"start":193.45,"text":"“The share of assets under management accounted for by retail investors climbed from virtually zero to around 13 per cent in the past decade,” the FSB said. "}],[{"start":202.64999999999998,"text":"It said this “could increase potential vulnerabilities related to liquidity mismatches” because “despite comprehensive investment disclosures, retail investors may not fully understand the illiquidity of the asset class, which may amplify redemption requests during stress episodes”."}],[{"start":225.75,"text":""}]],"url":"https://audio.ftcn.net.cn/album/a_1778054585_2391.mp3"}

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